Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461)

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scientific article; zbMATH DE number 6156522
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Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
scientific article; zbMATH DE number 6156522

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    Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (English)
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    22 April 2013
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    Archimedean copula: Bayesian pair-copula selection: Discrete longitudinal data: Markov chain Monte Carlo: Multivariate dependence: Multivariate discrete data: Vine copulas
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