| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525819 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
We study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov chains. We apply results to the Metropolis-Hastings algorithm. A necessary condition for symmetric copulas is given and mixtures of copulas are studied.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Martial Longla,