Today, we will go further on the inference of copula functions. Some codes (and references) can be found on a previous post, on nonparametric estimators of copula densities (among other related things).  Consider (as before) the loss-ALAE data... [Read more...]

Following my earlier posts on the revision of Lack of confidence, here is an interesting outcome from the derivation of the exact marginal likelihood in the Laplace case. Computing the posterior probability of a normal model versus a Laplace model in the normal (gold) and the Laplace (chocolate) settings leads ... [Read more...]

I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ... [Read more...]