Bayesian inference for conditional copulas using Gaussian process single index models
type: Item
instance of: scholarly article
title: Bayesian inference for conditional copulas using Gaussian process single index models
zbMATH Open document ID: 1469.62099
author: Evgeny Levi
author: Radu V. Craiu
published in: Computational Statistics and Data Analysis
publication date: 2018-08-17T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6920312
zbMATH Keywords: conditional copula
zbMATH Keywords: cross validated marginal likelihood
zbMATH Keywords: Gaussian process
zbMATH Keywords: simplifying assumption
zbMATH Keywords: single index model
describes a project that uses: PRMLT
MaRDI profile type: Publication
full work available at URL: j.csda.2018.01.013
OpenAlex ID: W2788099024
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DOI: 10.1016/J.CSDA.2018.01.013
description: scientific article; zbMATH DE number 6920312