Bayesian Inference for a 1-Factor Copula Model

Name: Bayesian Inference for a 1-Factor Copula Model
Published: 2022-11-09T02:42:08+08:00

Monash University Figshare2026-02-11 更新2026-07-07 收录

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资源简介：

We develop efficient Bayesian inference for the 1-factor copula model with two significant contributions over classical inference.

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2022-11-09