On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (Q2244573)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins |
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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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