Likelihood-free Bayesian estimation of multivariate quantile distributions

DOI10.1016/j.csda.2011.03.019zbMath1464.62062OpenAlexW2065134558WikidataQ62899431 ScholiaQ62899431MaRDI QIDQ1658303

Christopher C. Drovandi, Anthony N. Pettitt

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/52604/1/__qut.edu.au_Documents_StaffHome_staffgroupW%24_wu75_Documents_ePrints_52604.pdf

zbMATH Keywords

copulasequential Monte Carlomultivariateapproximate Bayesian computationquantile distributionsg-and-k distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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