Bayesian Inference for the One-Factor Copula Model
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Publication:3391192
DOI10.1080/10618600.2018.1482765OpenAlexW2808184774WikidataQ129707136 ScholiaQ129707136MaRDI QIDQ3391192
Anastasios Panagiotelis, George Athanasopoulos, Ban Kheng Tan
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
Related Items (3)
Variational inference for high dimensional structured factor copulas ⋮ High-dimensional factor copula models with estimation of latent variables ⋮ Fast inference methods for high-dimensional factor copulas
Uses Software
Cites Work
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Factor copula models for multivariate data
- Factor copula models for item response data
- Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
- Dependence Modeling with Copulas
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Forecasting Using Principal Components From a Large Number of Predictors
- Transdimensional Markov Chains
- A Stochastic Approximation Method
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