A nonparametric Bayesian approach to copula estimation-Reference-Cited by-同舟云学术

A nonparametric Bayesian approach to copula estimation

Published:2018-01-09 Issue:6 Volume:88 Page:1081-1105
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Ning Shaoyang¹,Shephard Neil²^ORCID

Affiliation:

1. Department of Statistics, Harvard University, Cambridge, MA, USA

2. Department of Statistics and Department of Economics, Harvard University, Cambridge, MA, USA

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2017.1421194

Reference39 articles.

1. Sklar A. Fonctions de répartition à n dimensions et leurs marges [N-dimensional distribution functions and their margins]. Paris (France): Université Paris 8; 1959.

2. Bayesian Nonparametric Inference for a Multivariate Copula Function

3. Bayesian nonparametric estimation of a copula

4. Multivariate Models and Multivariate Dependence Concepts

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