Sequential Bayesian Model Selection of Regular Vine Copulas

Bayesian Analysis 2015 / 12 Vol. 10; Iss. 4

Sequential Bayesian Model Selection of Regular Vine Copulas

Gruber, Lutz, Czado, Claudia
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Volume:
10
Language:
english
Journal:
Bayesian Analysis
DOI:
10.1214/14-BA930
Date:
December, 2015
File:
PDF, 545 KB
english, 2015
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