In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
type: Item
instance of: scholarly article
title: In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
zbMATH Open document ID: 1244.62031
author: V. Radu Craiu
author: Avideh Sabeti
published in: Journal of Multivariate Analysis
publication date: 2012-08-13T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6065051
zbMATH Keywords: adaptive Markov chain Monte Carlo
zbMATH Keywords: cubic splines
zbMATH Keywords: deviance information criterion
zbMATH Keywords: mixed outcomes
describes a project that uses: BayesDA
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.03.010
OpenAlex ID: W1966510834
cites work: Pair-copula constructions of multiple dependence
cites work: Dependence Calibration in Conditional Copulas: A Nonparametric Approach
cites work: Beyond simplified pair-copula constructions
cites work: Hypothesis assessment and inequalities for Bayes factors and relative belief ratios
cites work: Handbook of Markov Chain Monte Carlo
cites work: Deviance information criteria for missing data models
cites work: Q3412547
cites work: A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
cites work: Learn From Thy Neighbor: Parallel-Chain and Regional Adaptive MCMC
cites work: Weak informativity and the information in one prior relative to another
cites work: Understanding Relationships Using Copulas
cites work: Q4807438
cites work: Inference from iterative simulation using multiple sequences
cites work: A goodness-of-fit test for bivariate extreme-value copulas
cites work: A Primer on Copulas for Count Data
cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas
cites work: Conditional copulas, association measures and their applications
cites work: Q4864274
cites work: An adaptive Metropolis algorithm
cites work: Componentwise adaptation for high dimensional MCMC
cites work: Q3998409
cites work: Analysis of multivariate survival data
cites work: Bayesian copula selection
cites work: Bayesian survival analysis
cites work: Q4382161
cites work: Bayes Factors
cites work: Archimedean copula estimation using Bayesian splines smoothing techniques
cites work: Comment on article by Celeux et al.
cites work: An introduction to copulas.
cites work: Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
cites work: Copula–Based Models for Financial Time Series
cites work: Efficient Bayesian inference for Gaussian copula regression models
cites work: Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
cites work: Bivariate survival modeling: a Bayesian approach based on copulas
cites work: Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
cites work: Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
cites work: Q3281461
cites work: Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
cites work: Nonparametric regression using Bayesian variable selection
cites work: Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
cites work: Multivariate Dispersion Models Generated From Gaussian Copula
cites work: Joint Regression Analysis of Correlated Data Using Gaussian Copulas
cites work: Bayesian Measures of Model Complexity and Fit
cites work: Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
cites work: Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
cites work: Estimation of a conditional copula and association measures
cites work: Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
DOI: 10.1016/J.JMVA.2012.03.010
description: scientific article; zbMATH DE number 6065051