Bayesian model selection for D-vine pair-copula constructions
Canadian journal of statistics, 2011-06, Vol.39 (2), p.239-258 [Peer Reviewed Journal]2011 Statistical Society of Canada/Société statistique du Canada ;Copyright © 2011 Statistical Society of Canada ;Copyright Statistical Society of Canada Jun 2011 ;ISSN: 0319-5724 ;EISSN: 1708-945X ;DOI: 10.1002/cjs.10098
Full text available