Extending the rank likelihood for semiparametric copula estimation (Q97030): Difference between revisions
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| Property / DOI: 10.1214/07-AOAS107 / rank | |||||||||||||||
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10 September 2007
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| Property / publication date: 10 September 2007 / rank | |||||||||||||||
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| Property / author: Peter D. Hoff / rank | |||||||||||||||
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Extending the rank likelihood for semiparametric copula estimation (English) | |||||||||||||||
| Property / title: Extending the rank likelihood for semiparametric copula estimation (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1129.62050 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/math/0610413 / rank | |||||||||||||||
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| Property / full work available at URL: https://projecteuclid.org/euclid.aoas/1183143739 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 65C40 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62H20 / rank | |||||||||||||||
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| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 5189123 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
Bayesian inference | |||||||||||||||
| Property / zbMATH Keywords: Bayesian inference / rank | |||||||||||||||
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polychoric correlation | |||||||||||||||
| Property / zbMATH Keywords: polychoric correlation / rank | |||||||||||||||
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latent variables model | |||||||||||||||
| Property / zbMATH Keywords: latent variables model / rank | |||||||||||||||
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sufficiency | |||||||||||||||
| Property / zbMATH Keywords: sufficiency / rank | |||||||||||||||
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marginal likelihood | |||||||||||||||
| Property / zbMATH Keywords: marginal likelihood / rank | |||||||||||||||
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Revision as of 14:23, 10 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the rank likelihood for semiparametric copula estimation |
scientific article |
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1 June 2007
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10 September 2007
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Extending the rank likelihood for semiparametric copula estimation (English)
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Bayesian inference
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polychoric correlation
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latent variables model
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sufficiency
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marginal likelihood
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