Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments
Open access
Datum
2013-03Typ
- Journal Article
Persistenter Link
https://doi.org/10.3929/ethz-b-000064244Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Methodology and computing in applied probabilityBand
Seiten / Artikelnummer
Verlag
SpringerThema
Bayesian normal copula; Bayesian Student's t copula; 62C10; 62F15Anmerkungen
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher