Dependence properties and Bayesian inference for asymmetric multivariate copulas

Marta Crispino 1 Stéphane Girard 2 Julyan Arbel 2
1 UiO - University of Oslo
2 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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Conference papers
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https://hal.archives-ouvertes.fr/hal-02413948
Contributor : Stephane Girard <>
Submitted on : Monday, December 16, 2019 - 1:58:40 PM
Last modification on : Tuesday, January 14, 2020 - 2:08:58 PM

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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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