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Conference papers
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Marta Crispino
1
Stéphane Girard
2
Julyan Arbel
2
2
MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Inria Grenoble - Rhône-Alpes, Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann
Marta Crispino 1
Author
Stéphane Girard 2
Author IdHAL : stephane-girard ORCID : https://orcid.org/0000-0003-0098-2369
Julyan Arbel 2
Author IdHAL : julyanarbel arXiv : https://arxiv.org/a/julyan.arbel IdRef : https://www.idref.fr/178641936 ORCID : https://orcid.org/0000-0002-2525-4416
1
UiO - University of Oslo (P.O 1072 Blindern 0316 Oslo - Norway)
2
MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems (Inria Grenoble - Rhône-Alpes 655 avenue de l'Europe - Montbonnot 38334 Saint Ismier Cedex - France)
- Inria Grenoble - Rhône-Alpes (Inovallée
655 avenue de l'Europe
38330 Montbonnot - France)
- Inria - Institut National de Recherche en Informatique et en Automatique (Domaine de Voluceau Rocquencourt - BP 105 78153 Le Chesnay Cedex - France)
- Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology (46 avenue Félix Viallet 38031 Grenoble Cedex 1 - France)
- LJK - Laboratoire Jean Kuntzmann (Bâtiment IMAG, CS 40700, F-38058 Grenoble Cedex 9 - France)
- Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology (46 avenue Félix Viallet 38031 Grenoble Cedex 1 - France)
- Inria - Institut National de Recherche en Informatique et en Automatique (Domaine de Voluceau Rocquencourt - BP 105 78153 Le Chesnay Cedex - France)
- CNRS - Centre National de la Recherche Scientifique (France)
- UGA [2016-2019] - Université Grenoble Alpes [2016-2019] (CS 40700 - 38058 Grenoble cedex - France)
Document type :
Conference papers
Domain :
Complete list of metadatas
https://hal.archives-ouvertes.fr/hal-02413948
Contributor : Stephane Girard <>
Submitted on : Monday, December 16, 2019 - 1:58:40 PM
Last modification on : Thursday, November 19, 2020 - 1:04:02 PM
Contributor : Stephane Girard <>
Submitted on : Monday, December 16, 2019 - 1:58:40 PM
Last modification on : Thursday, November 19, 2020 - 1:04:02 PM
Identifiers
- HAL Id : hal-02413948, version 1
Citation
Marta Crispino, Stéphane Girard, Julyan Arbel. Dependence properties and Bayesian inference for asymmetric multivariate copulas. CMStatistics 2019 - 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2019, London, United Kingdom. ⟨hal-02413948⟩
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