Archimedean copula estimation using Bayesian splines smoothing techniques.
Philippe LambertPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- semi parametric
- bayesian estimation
- bayesian networks
- monte carlo simulation
- b spline
- bayesian learning
- nonparametric regression
- markov random field prior
- gaussian processes
- statistical inference
- maximum likelihood
- curve fitting
- filtering process
- accurate estimation
- data sets
- smoothing algorithm
- dependence structure
- shape preserving
- dirichlet prior