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Comparison study between MCMC-based and weight-based Bayesian methods for identification of joint distribution
13 references·1 citing·35 second hop
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References

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  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2006An Introduction to Copulas (Springer Series in Statistics)882 cited
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  • 2009Identification of marginal and joint CDFs using Bayesian method for RBDO78 cited
  • 2002Fitting bivariate cumulative returns with copulas60 cited
  • 2005Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market51 cited

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  • 2017The Method of Solving Structural Reliability with Multiparameter Correlation Problem12 cited

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