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Dokumenttyp:
Buchbeitrag 
Autor(en):
Czado, C.; Min, A. 
Kooperation:
Titel:
Bayesian Inference for D-vines: Estimation and Model Selection 
Abstract:
During the last two decades the advent of fast computers has made Bayesian inference based on Markov Chain Monte Carlo (MCMC) methods very popular in many fields of science. These Bayesian methods are good alternatives to traditional maximum likelihood (ML) methods since they often can estimate complicated statistical models for which a ML approach fails. In this paper we review available MCMC estimation and model selection algorithms as well as their possible extensions for a D-vine pair copula...    »
 
Seitenangaben Beitrag:
Buchtitel:
Dependence Modeling-Handbook on Vine Copulae 
Intellectual Contribution:
Discipline-based Research 
Verlag / Institution:
World Scientific 
Jahr:
2011 
Reviewed:
nein 
Sprache:
en 
Semester:
SS 02 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Kategorie:
textbook