Modelling dependence using skew t copulas : Bayesian inference and applications
Michael S. Smith, Quan Gan and Robert J. Kohn
| Year of publication: |
2012
|
|---|---|
| Authors: | Smith, Michael S. ; Quan Gan ; Kohn, Robert J. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 3, p. 500-522
|
| Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Statistische Methodenlehre | Statistical theory | Induktive Statistik | Statistical inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618600