کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146437 | 1489690 | 2012 | 15 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes](/preview/png/1146437.png)
چکیده انگلیسی
Conditional copula models are flexible tools for modelling complex dependence structures in regression settings. We construct Bayesian inference for the conditional copula model adapted to regression settings in which the bivariate outcome is continuous or mixed. The dependence between the copula parameter and the covariate is modelled using cubic splines. The proposed joint Bayesian inference is carried out using adaptive Markov chain Monte Carlo sampling. The deviance information criterion (DIC) is used for selecting the copula family that best approximates the data and for choosing the calibration function. The performances of the estimation and model selection methods are investigated using simulations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 110, September 2012, Pages 106–120
Journal: Journal of Multivariate Analysis - Volume 110, September 2012, Pages 106–120
نویسندگان
V. Radu Craiu, Avideh Sabeti,