Luai Al‐Labadi

A Bayesian semiparametric Gaussian copula approach to a multivariate normality test

2020 · Journal of Statistical Computation and Simulation

Semiparametric copulas are useful tools for modeling a multivariate distribution whose dependence structure is induced by a known copula and whose marginal distributions are estimated. In this paper, a Bayesian semiparametric copula approach is used …