Bayesian Nonparametric Inference for a Multivariate Copula Function-Reference-Cited by-同舟云学术

Bayesian Nonparametric Inference for a Multivariate Copula Function

Published:2013-06-09 Issue:3 Volume:16 Page:747-763
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Wu Juan,Wang Xue,Walker Stephen G.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-013-9348-5.pdf

Reference20 articles.

1. Azzalini A (1985) A class of distribution which includes the normal ones. Scand J Stat 12:171–178

2. Azzalini A, Dalla Valla A (1996) The multivariate skew-normal distribution. Biometrika 83:715–726

3. Demarta S, McNeil AJ (2005) The t copula and related copulas. Int Stat Rev (73):111–129

4. Diers D, Marek SD, Eling M (2012) Dependence modeling in non-life insurance using the bernstein copula. Insur Math Econ 50(3):430–436

5. Elmasri M (2012) A skew-normal copula driven generalized linear mixed model for longitudinal data. In: Master of Science in Mathematics, Dept. of Mathematics and Statistics, Concordia University, Montreal

Cited by 21 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Review on probabilistic seismic demand modeling and estimation for highway bridge;Advances in Structural Engineering;2024-05-27

2. Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves;Mathematics;2024-04-10

3. Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods;Mathematics;2023-10-21

4. Nonparametric Bayesian modeling on infinite mixture Student t copulas;Communications in Statistics - Simulation and Computation;2023-10-02

5. Mixture copulas with discrete margins and their application to imbalanced data;Journal of the Korean Statistical Society;2023-09-09