Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments

Open access
Author
Date
2013-03Type
- Journal Article
Permanent link
https://doi.org/10.3929/ethz-b-000064244Publication status
publishedExternal links
Journal / series
Methodology and computing in applied probabilityVolume
Pages / Article No.
Publisher
SpringerSubject
Bayesian normal copula; Bayesian Student's t copula; 62C10; 62F15Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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