Sequential Bayesian model selection of regular vine copulas (Q273648)
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scientific article; zbMATH DE number 6572247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Bayesian model selection of regular vine copulas |
scientific article; zbMATH DE number 6572247 |
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Sequential Bayesian model selection of regular vine copulas (English)
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22 April 2016
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dependence models
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graphical models
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reversible jump MCMC
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multivariate statistics
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multivariate time series
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portfolio risk forecasting
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