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Journal of Statistical Computation and Simulation Volume 85, 2015 - Issue 1: Includes the Special Issue: Selected Papers from the 46th Statistical Computing Conference, 20-23 July 2013, Reisenberg, Germany
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Original Articles

Bayesian nonparametric estimation of a copula

Juan WuSchool of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, People's Republic of ChinaCorrespondence[email protected]
,
Xue WangSchool of Mathematics, Statistics and Actuarial Science, University of Kent at Canterbury, Canterbury, UK
&
Stephen G. WalkerSchool of Mathematics, Statistics and Actuarial Science, University of Kent at Canterbury, Canterbury, UK
Pages 103-116 | Received 28 Mar 2012, Accepted 15 May 2013, Published online: 11 Jun 2013

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Read on this site (5)

Rosario Barone & Luciana Dalla Valle. (2023) Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures. Journal of Computational and Graphical Statistics 32:4, pages 1361-1370.
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Yujian Liu, Dejun Xie, Yazhe Li & Siyi Yu. (2023) Nonparametric Bayesian modeling on infinite mixture Student t copulas. Communications in Statistics - Simulation and Computation 0:0, pages 1-19.
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Aristidis K. Nikoloulopoulos. (2022) The bivariate K-finite normal mixture ‘blanket’ copula. Journal of Statistical Computation and Simulation 92:6, pages 1224-1245.
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Leming Qu & Yang Lu. (2021) Copula density estimation by finite mixture of parametric copula densities. Communications in Statistics - Simulation and Computation 50:11, pages 3315-3337.
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Shaoyang Ning & Neil Shephard. (2018) A nonparametric Bayesian approach to copula estimation. Journal of Statistical Computation and Simulation 88:6, pages 1081-1105.
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Articles from other publishers (7)

Yujian Liu, Dejun Xie & Siyi Yu. (2023) Bayesian Mixture Copula Estimation and Selection with Applications. Analytics 2:2, pages 530-545.
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Nicolás Kuschinski & Alejandro Jara. (2023) Grid-Uniform Copulas and Rectangle Exchanges: Bayesian Model and Inference for a Rich Class of Copula Functions. Bayesian Analysis -1:-1.
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Clara Grazian, Luciana Dalla Valle & Brunero Liseo. (2022) Approximate Bayesian conditional copulas. Computational Statistics & Data Analysis 169, pages 107417.
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Minwoo Chae & Stephen G. Walker. (2019) Bayesian consistency for a nonparametric stationary Markov model. Bernoulli 25:2.
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Evgeny Levi & Radu V. Craiu. (2018) Bayesian inference for conditional copulas using Gaussian Process single index models. Computational Statistics & Data Analysis 122, pages 115-134.
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Juan Wu, Xue Wang & Stephen G. Walker. (2013) Bayesian Nonparametric Inference for a Multivariate Copula Function. Methodology and Computing in Applied Probability 16:3, pages 747-763.
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Luciana Dalla Valle, Fabrizio Leisen & Luca Rossini. (2017) Bayesian Nonparametric Conditional Copula Estimation of Twin Data. SSRN Electronic Journal.
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