Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments
- Journal Article
Rights / licenseIn Copyright - Non-Commercial Use Permitted
Journal / seriesMethodology and computing in applied probability
Pages / Article No.
SubjectBayesian normal copula; Bayesian Student's t copula; 62C10; 62F15
NotesIt was possible to publish this article open access thanks to a Swiss National Licence with the publisher
MoreShow all metadata