Bayesian nonparametric estimation of a copula (Q5220707)
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scientific article; zbMATH DE number 7183057
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| English | Bayesian nonparametric estimation of a copula |
scientific article; zbMATH DE number 7183057 |
Statements
Bayesian nonparametric estimation of a copula (English)
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27 March 2020
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Bayesian nonparametric estimation
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copula
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Gaussian copula
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Gibbs sampling
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slice sampling
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0.9901898
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0.96356267
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0.93827814
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0.93050563
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0.9304043
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0.9302179
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0.92960846
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0.92960316
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