Implicit copulas from Bayesian regularized regression smoothers

DOI10.1214/18-BA1138zbMath1435.62178arXiv1804.10397OpenAlexW3098892885MaRDI QIDQ2290705

Nadja Klein, Michael Stanley Smith

Publication date: 29 January 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.10397

zbMATH Keywords

penalized splinesregression splineshorseshoe priorradial basisdistributional regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

Related Items (3)

Marginally Calibrated Deep Distributional Regression ⋮ Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach ⋮ Marginally calibrated response distributions for end-to-end learning in autonomous driving

Uses Software

• BayesX
• SemiPar
• bfa
• GAMLSS
• DPpackage

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