Bayesian model selection for D-vine pair-copula constructions
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Publication:3087589
DOI10.1002/cjs.10098zbMath1219.62048OpenAlexW2150604200MaRDI QIDQ3087589
Publication date: 16 August 2011
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.10098
Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Numerical analysis or methods applied to Markov chains (65C40)
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