Implicit copulas from Bayesian regularized regression smoothers

DOI10.1214/18-BA1138zbMath1435.62178arXiv1804.10397MaRDI QIDQ2290705

Nadja Klein, Michael Stanley Smith

Publication date: 29 January 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.10397

zbMATH Keywords

penalized splines; regression splines; horseshoe prior; radial basis; distributional regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

65D07: Numerical computation using splines

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62J12: Generalized linear models (logistic models)

Uses Software

• BayesX
• SemiPar
• bfa
• GAMLSS
• DPpackage