Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures (Q6181406)
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scientific article; zbMATH DE number 7792621
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| English | Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures |
scientific article; zbMATH DE number 7792621 |
Statements
Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures (English)
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22 January 2024
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conditional copulas
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Dirichlet process prior
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heterogeneity
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MCMC
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mixtures
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vine copulas
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