Bayesian Inference for the One-Factor Copula Model

DOI10.1080/10618600.2018.1482765OpenAlexW2808184774WikidataQ129707136 ScholiaQ129707136MaRDI QIDQ3391192FDOQ3391192

Authors: Ban Kheng Tan, Anastasios Panagiotelis, George Athanasopoulos 

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2018.1482765

zbMATH Keywords

model selectionmultivariate analysisvine copulasreversible jump MCMCmultidimensional poverty index

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Dependence Modeling with Copulas
• Forecasting Using Principal Components From a Large Number of Predictors
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Factor copula models for item response data
• Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
• Factor copula models for multivariate data
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• Title not available (Why is that?)
• Transdimensional Markov Chains
• A Stochastic Approximation Method
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• Variational inference for high dimensional structured factor copulas
• Fast inference methods for high-dimensional factor copulas
• High-dimensional factor copula models with estimation of latent variables
• Title not available (Why is that?)

Uses Software

• R
• BayesDA
• CopulaModel

This page was built for publication: Bayesian Inference for the One-Factor Copula Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391192)