Bayesian model selection of regular vine copulas (Q1631599)
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scientific article; zbMATH DE number 6989978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian model selection of regular vine copulas |
scientific article; zbMATH DE number 6989978 |
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Bayesian model selection of regular vine copulas (English)
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6 December 2018
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multivariate analysis
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dependence modeling
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copula modeling
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vine copulas
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Bayesian inference
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posterior simulation
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importance sampling
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simulation studies
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financial analysis
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risk forecasting
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0.9686909
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0.9477439
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0.93786955
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0.9033968
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0.8942281
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0.8853295
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