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stat.ME2019
Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas
Evgeny Levi, Radu V Craiu
The paper considers the problem of establishing data support for the simplifying assumption (SA) in a bivariate conditional copula model. It is known that SA greatly simplifies the…
stat.CO2019★ 1 cited
Finding our Way in the Dark: Approximate MCMC for Approximate Bayesian Methods
Evgeny Levi, Radu V. Craiu
With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have li…