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Bayesian model choice of grouped \(t\)-copula - MaRDI portal

Bayesian model choice of grouped \(t\)-copula (Q1930463)

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Bayesian model choice of grouped \(t\)-copula
scientific article

    Statements

    title
    Bayesian model choice of grouped \(t\)-copula (English)
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    author
    Xiaolin Luo
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    Pavel V. Shevchenko
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    publication date
    11 January 2013
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    zbMATH Keywords
    grouped \(t\)-copula
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    dependence modeling
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    Bayesian model choice
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    Markov chain Monte Carlo
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    foreign exchange
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    describes a project that uses
    QUADPACK
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    QRM
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    cites work
    Q4322333
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    Q4298922
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    Q4864274
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    Q5726065
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    Q4382161
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    Bayes Factors
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    Q5706744
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    Q4715947
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    Q4280410
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    Q3281461
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    Identifiers

    zbMATH DE Number
    6124593
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    OpenAlex ID
    W3102976797
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    arXiv ID
    1103.0606
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