Bayesian copula selection

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 809-822

  Huard, David ^a   Évin, Guillaume ^a   Favre, Anne Catherine ^a  

^a INSTITUT NATIONAL DE LA RECHERCHE SCIENTIFIQUE   (Canada)

Author keywords

Bayes' theorem; Copulas; Goodness of fit test; Kendall's tau; Model selection; Pseudo likelihood

Indexed keywords

COMPUTER SIMULATION; DATABASE SYSTEMS; IDENTIFICATION (CONTROL SYSTEMS); PARAMETER ESTIMATION;

BAYES' THEOREM; COPULAS; GOODNESS OF FIT TEST; KENDALL'S TAU; MODEL SELECTION;

RELIABILITY THEORY;

EID: 33750412434     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.08.010     Document Type: Article

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