Archimedean copula estimation using Bayesian splines smoothing techniques
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Publication:1020736
DOI10.1016/j.csda.2007.01.018zbMath1445.62105OpenAlexW2087422093MaRDI QIDQ1020736
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://orbi.uliege.be/handle/2268/24278
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (28)
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