On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (Q2244573)
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scientific article; zbMATH DE number 7425360
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| English | On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins |
scientific article; zbMATH DE number 7425360 |
Statements
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (English)
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12 November 2021
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Bartlett identity
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Gaussian copula
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intractable likelihood
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model assessment
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Monte Carlo statistical method
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0.7345851063728333
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0.7261868119239807
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0.7227599620819092
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0.7216987609863281
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0.7177515625953674
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