Approximate Bayesian inference in semiparametric copula models
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Publication:1699701
DOI10.1214/17-BA1080zbMath1384.62167arXiv1503.02912MaRDI QIDQ1699701
Publication date: 23 February 2018
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.02912
Spearman's \(\rho\)multivariate dependencetail dependence coefficientsBayesian exponentially tilted empirical likelihoodpartially specified models
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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