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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| 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)
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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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0.8176682591438293
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0.7785059809684753
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0.769192099571228
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0.7690196633338928
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