Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
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Publication:2628886
DOI10.1007/s11222-015-9573-6zbMath1505.62229OpenAlexW627210737MaRDI QIDQ2628886
Publication date: 19 July 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9573-6
Gaussian copulamarginal distributionArchimedean copulaspenalised splinesgeneralised Metropolis-Hastings algorithm
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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