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Approximate Bayesian conditional copulas - MaRDI portal

Approximate Bayesian conditional copulas (Q2076116)

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scientific article; zbMATH DE number 7476347
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Approximate Bayesian conditional copulas
scientific article; zbMATH DE number 7476347

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    Approximate Bayesian conditional copulas (English)
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    18 February 2022
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    approximate Bayesian computation
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    Bayesian inference
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    dependence modelling
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    Gaussian processes
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    empirical likelihood
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    splines
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