Copula based factorization in Bayesian multivariate infinite mixture models
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Publication:2443267
DOI10.1016/j.jmva.2014.02.011zbMath1293.62011MaRDI QIDQ2443267
Publication date: 7 April 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://www.economics.utoronto.ca/public/workingPapers/tecipa-473.pdf
62H99: Multivariate analysis
62G07: Density estimation
62C10: Bayesian problems; characterization of Bayes procedures
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Bernstein polynomial model for nonparametric multivariate density, Partial and average copulas and association measures, Importance sampling from posterior distributions using copula-like approximations, Bayesian regression with nonparametric heteroskedasticity
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Cites Work
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