Approximate Bayesian conditional copulas
From MaRDI portal
Publication:2076116
DOI10.1016/j.csda.2021.107417OpenAlexW4210531666MaRDI QIDQ2076116
Clara Grazian, Brunero Liseo, Luciana Dalla Valle
Publication date: 18 February 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.02974
splinesGaussian processesBayesian inferenceempirical likelihoodapproximate Bayesian computationdependence modelling
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing the simplifying assumption in high-dimensional vine copulas
- Bayesian Synthetic Likelihood
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Inference using shape-restricted regression splines
- Statistical testing of covariate effects in conditional copula models
- Semiparametric estimation of conditional copulas
- Beyond simplified pair-copula constructions
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Generalized additive models for conditional dependence structures
- Multivariate extensions of Spearman's rho and related statistics
- Conditional copulas, association measures and their applications
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Bayesian inference for conditional copulas using Gaussian process single index models
- Approximate Bayesian inference in semiparametric copula models
- Analyzing dependent data with vine copulas. A practical guide with R
- Free knot splines in concave extended linear modeling
- Multivariate and functional covariates and conditional copulas
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Robust nonparametric estimation of the conditional tail dependence coefficient
- Default priors for Gaussioan processes
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Estimation of a Conditional Copula and Association Measures
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Bayesian estimation and inference for generalised partial linear models using shape-restricted splines
- Bayes Linear Statistics
- Estimation of a Copula when a Covariate Affects only Marginal Distributions
- A Predictive Approach to Model Selection
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Bayesian nonparametric estimation of a copula
- Bayesian exponentially tilted empirical likelihood
- Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
This page was built for publication: Approximate Bayesian conditional copulas
