Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models

Preprint OPEN
Martin Burda; Artem Prokhorov;
  • Subject: Nonparametric copula; nonparametric consistency; mixture modeling
    • jel: jel:C11 | jel:C14 | jel:C63
    arxiv: Statistics::Methodology

Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in es... View more
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