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Additive models for conditional copulas - MaRDI portal

Additive models for conditional copulas (Q6537804)

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scientific article; zbMATH DE number 7847445
Language Label Description Also known as
English
Additive models for conditional copulas
scientific article; zbMATH DE number 7847445

    Statements

    title
    Additive models for conditional copulas (English)
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    author
    Avideh Sabeti
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    Q6089481
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    Radu V. Craiu
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    published in
    Stat
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    publication date
    14 May 2024
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    zbMATH Keywords
    additive models
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    Bayesian inference
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    conditional copulas
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    cross-validated marginal likelihood
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    cubic splines
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    Markov chain Monte Carlo
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    Identifiers

    zbMATH DE Number
    7847445
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    DOI
    10.1002/STA4.64
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