Archimedean copula estimation using Bayesian splines smoothing techniques

Computational Statistics and Data Analysis

Volumn 51, Issue 12, 2007, Pages 6307-6320

  Lambert, Philippe ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

Archimedean copula; Bayesian P splines; Markov chains Monte Carlo; Monotonicity and convexity constraints

Indexed keywords

APPROXIMATION THEORY; BAYESIAN NETWORKS; CONSTRAINT THEORY; MARKOV PROCESSES; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS;

ARCHIMEDEAN COPULA; BAYESIAN P-SPLINES; CONVEXITY CONSTRAINTS; MARKOV CHAINS MONTE CARLO; MONOTONICITY;

PARAMETER ESTIMATION;

EID: 34547190769     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.01.018     Document Type: Article

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