Approximate Bayesian inference in semiparametric copula models

DOI10.1214/17-BA1080zbMath1384.62167arXiv1503.02912MaRDI QIDQ1699701

Brunero Liseo, Clara Grazian

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

zbMATH Keywords

Spearman's \(\rho\)multivariate dependencetail dependence coefficientsBayesian exponentially tilted empirical likelihoodpartially specified models

Mathematics Subject Classification ID

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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