Bayesian nonparametric inference for a multivariate copula function

DOI10.1007/s11009-013-9348-5zbMath1305.62211OpenAlexW1976362364MaRDI QIDQ479185

Xue Wang, Juan Wu, Stephen G. Walker

Publication date: 5 December 2014

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/37428/1/multi_copula4.pdf

zbMATH Keywords

copulaMetropolis-Hastings algorithmBayesian nonparametric estimationinfinite mixture skew-normal copula model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items

Modeling with a large class of unimodal multivariate distributions, Approximate Bayesian Computation for Copula Estimation, A nonparametric Bayesian approach to copula estimation, Bayesian inference for conditional copulas using Gaussian process single index models, Copula density estimation by finite mixture of parametric copula densities, A Skew‐normal copula‐driven GLMM, Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures, Mixture copulas with discrete margins and their application to imbalanced data, Bayesian consistency for a nonparametric stationary Markov model, Semiparametric bivariate modelling with flexible extremal dependence

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