A Bayesian hierarchical copula model
DOI10.1214/20-EJS1784zbMATH Open1460.62078OpenAlexW3118113569MaRDI QIDQ2219218FDOQ2219218
Authors: Haoxin Zhuang, Liqun Diao, Grace Y. Yi 
Publication date: 19 January 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1609384078
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Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (8)
- Bayesian model selection of regular vine copulas
- Bayesian hierarchical models with conjugate full-conditional distributions for dependent data from the natural exponential family
- Introduction to Bayesian Estimation and Copula Models of Dependence
- Modeling binary familial data using Gaussian copula
- A copula-based hierarchical hybrid loss distribution
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- Bayesian sequential design for copula models
- Bayesian estimation of Archimedean copula-based SUR quantile models
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