Remarks on the speed of convergence of mixing coefficients and applications

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• 作者：Martial Longla
• 关键词：primary ; 60J20 ; 60J35 ; 37A30
• 刊名：Statistics and Probability Letters
• 出版年：2013
• 出版时间：October, 2013
• 年：2013
• 卷：83
• 期：10
• 页码：2439-2445
• 全文大小：376 K

文摘

We study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov chains. We apply results to the Metropolis-Hastings algorithm. A necessary condition for symmetric copulas is given and mixtures of copulas are studied.