Bayesian model choice of grouped \(t\)-copula (Q1930463)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian model choice of grouped \(t\)-copula |
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Bayesian model choice of grouped \(t\)-copula (English)
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11 January 2013
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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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