Full Bayesian Analysis for a Model of Tail Dependence

DOI10.1080/03610926.2011.568159zbMath1258.62031OpenAlexW1986930228WikidataQ105583976 ScholiaQ105583976MaRDI QIDQ4904675

V. A. González-López, Laura L.Ramos

Publication date: 31 January 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.568159

zbMATH Keywords

full Bayesian significance testasymmetric logistic copula

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Related Items (2)

A note on conjugate distributions for copulas ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program

Cites Work

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• Test procedures based on combination of Bayesian evidences for \(H_{0}\)
• On the Bayesianity of Pereira-Stern tests
• Full Bayesian Analysis for a Class of Jump-Diffusion Models
• A directory of coefficients of tail dependence
• Can a significance test be genuinely Bayesian?

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