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Title:

Bayesian Inference for D-vines: Estimation and Model Selection

Document type:
Buchbeitrag
Author(s):
Czado, C.; Min, A.
Cooperation:
-
Pages contribution:
-
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...     »
Book title:
Dependence Modeling-Handbook on Vine Copulae
Intellectual Contribution:
Discipline-based Research
Publisher:
World Scientific
Year:
2011
Reviewed:
nein
Language:
en
Semester:
SS 02
Format:
Text
Key publication:
Nein
Peer reviewed:
ja
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Category:
textbook
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