Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments
- 19 April 2011
- journal article
- Published by Springer Nature in Methodology and Computing in Applied Probability
- Vol. 15 (1) , 105-108
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Bayesian Copulae Distributions, with Application to Operational Risk ManagementMethodology and Computing in Applied Probability, 2008
- Multivariate Dispersion Models Generated From Gaussian CopulaScandinavian Journal of Statistics, 2000
- Bayesian Theory1994
- Introduction to Probability and Statistics from a Bayesian Viewpoint1965