Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments
dc.contributor.author
Arbenz, Philipp
dc.date.accessioned
2017-06-10T14:28:41Z
dc.date.available
2017-06-10T14:28:41Z
dc.date.issued
2013-03
dc.identifier.issn
1387-5841
dc.identifier.issn
1573-7713
dc.identifier.other
10.1007/s11009-011-9224-0
dc.identifier.uri
http://hdl.handle.net/20.500.11850/64244
dc.identifier.doi
10.3929/ethz-b-000064244
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Springer
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Bayesian normal copula
dc.subject
Bayesian Student's t copula
dc.subject
62C10
dc.subject
62F15
dc.title
Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Methodology and computing in applied probability
ethz.journal.volume
15
ethz.journal.issue
1
ethz.pages.start
105
ethz.pages.end
108
ethz.version.deposit
publishedVersion
ethz.notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
ethz.identifier.wos
ethz.identifier.nebis
004348324
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-10T14:30:33Z
ethz.source
ECIT
ethz.identifier.importid
imp59365064daa0386087
ethz.ecitpid
pub:102102
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-14T18:11:23Z
ethz.rosetta.lastUpdated
2021-02-14T10:07:15Z
ethz.rosetta.versionExported
true
ethz.COinS
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Journal Article [120834]