Modelling dependence using skew t copulas : Bayesian inference and applications
Year of publication: |
2012
|
---|---|
Authors: | Smith, Michael S. ; Quan Gan ; Kohn, Robert J. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 3, p. 500-522
|
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution |
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