Bayesian approach for mixture copula model
© Springer Nature Switzerland AG 2019. This paper aims to use the Bayesian estimation as an alternative method for formulating and estimating mixed copula models. This method has claimed to be more efficient than the conventional maximum likelihood estimator as it can deal with the high dimension co...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065623405&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65524 |
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| Institution: | Chiang Mai University |