Bayesian inference for conditional copulas using Gaussian process single index models (Q1662326)

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scientific article; zbMATH DE number 6920312
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Bayesian inference for conditional copulas using Gaussian process single index models
scientific article; zbMATH DE number 6920312

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    Bayesian inference for conditional copulas using Gaussian process single index models (English)
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    17 August 2018
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    conditional copula
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    cross validated marginal likelihood
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    Gaussian process
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    simplifying assumption
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    single index model
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