Bayesian hierarchical copula models with a dirichlet-laplace prior

HIGHLIGHTS

• who: Paolo Onorati and Brunero Liseo from the The Department MEMOTEF, Sapienza University of Rome, Roma, Italy have published the research work: Bayesian Hierarchical Copula Models with a Dirichlet-Laplace Prior, in the Journal: Stats 2022, 5, 1062-1078. of /2022/
• what: Both the above proposals might be impractical: in the first case, the posterior is simply not proper (as the authors show in the Appendix A); in the second case, the use of small parameters of the inverse Gamma priors simply hides the problem without actually solving it; see for example Berger . The authors . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or Email

  Password

  Remember me

  Lost your password?

  If you don't have an account, you can create one here.