Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736)

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scientific article; zbMATH DE number 5560110
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Archimedean copula estimation using Bayesian splines smoothing techniques
scientific article; zbMATH DE number 5560110

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    Archimedean copula estimation using Bayesian splines smoothing techniques (English)
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    2 June 2009
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    Archimedean copula
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    Bayesian p-splines
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    Markov chains Monte Carlo
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    monotonicity and convexity constraints
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