Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461)
From MaRDI portal
scientific article; zbMATH DE number 6156522
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation |
scientific article; zbMATH DE number 6156522 |
Statements
Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (English)
0 references
22 April 2013
0 references
Archimedean copula: Bayesian pair-copula selection: Discrete longitudinal data: Markov chain Monte Carlo: Multivariate dependence: Multivariate discrete data: Vine copulas
0 references
0 references
0 references