Bayesian inference for a 1-factor copula model

Ban Kheng Tan, Anastasios Panagiotelis, George Athanasopoulos

Year of publication:	March 2017
Authors:	Tan, Ban Kheng ; Panagiotelis, Anastasios ; Athanasopoulos, George
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
Subject:	Model Averaging \| Reversible jump MCMC \| Vine Copulas \| Dimension Reduction \| Multidimensional poverty index \| Multivariate Verteilung \| Multivariate distribution \| Bayes-Statistik \| Bayesian inference \| Armut \| Poverty \| Theorie \| Theory \| Markov-Kette \| Markov chain \| Index \| Index number \| Monte-Carlo-Simulation \| Monte Carlo simulation

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