Dependence properties and Bayesian inference for asymmetric multivariate copulas

Julyan Arbel 1 Marta Crispino 1 Stephane Girard 1
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, LJK - Laboratoire Jean Kuntzmann, INPG - Institut National Polytechnique de Grenoble
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Submitted on : Friday, June 28, 2019 - 1:56:45 PM
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Julyan Arbel, Marta Crispino, Stephane Girard. Dependence properties and Bayesian inference for asymmetric multivariate copulas. Journal of Multivariate Analysis, Elsevier, In press, 174, pp.1-20. ⟨10.1016/j.jmva.2019.06.008⟩. ⟨hal-01963975v2⟩

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