Copula modelling with penalized complexity priors: the bivariate case

DOI10.1007/s11749-022-00843-wzbMath1520.62044OpenAlexW4316114938MaRDI QIDQ6051851

Clara Grazian, Diego Battagliese, Brunero Liseo, Cristiano Villa

Publication date: 20 September 2023

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-022-00843-w

zbMATH Keywords

Jeffreys' priorintrinsic prior\(\alpha\)-divergencePC priorhierarchical PC priorobjective PC prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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