Bayesian inference for multivariate copulas using pair-copula constructions
Year of publication: |
2010
|
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Authors: | Min, Aleksey ; Czado, Claudia |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 4, p. 511-546
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference |
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