Copula based factorization in Bayesian multivariate infinite mixture models
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Publication:2443267
DOI10.1016/j.jmva.2014.02.011zbMath1293.62011OpenAlexW2275369362MaRDI QIDQ2443267
Publication date: 7 April 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://www.economics.utoronto.ca/public/workingPapers/tecipa-473.pdf
Multivariate analysis (62H99) Density estimation (62G07) Bayesian problems; characterization of Bayes procedures (62C10) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (4)
Partial and average copulas and association measures ⋮ Bernstein polynomial model for nonparametric multivariate density ⋮ Importance sampling from posterior distributions using copula-like approximations ⋮ Bayesian regression with nonparametric heteroskedasticity
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Cites Work
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