Bayesian Mixture Copula Estimation and Selection with Applications
Mixture copulas are popular and essential tools for studying complex dependencies among variables. However, selecting the correct mixture models often involves repeated testing and estimations using criteria such as AIC, which could require effort and time. In this paper, we propose a method that wo...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Analytics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2813-2203/2/2/29 |