Extending the rank likelihood for semiparametric copula estimation (Q97030)

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Language	Label	Description	Also known as
English	Extending the rank likelihood for semiparametric copula estimation	scientific article

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scholarly article

The Annals of Applied Statistics

1

1

publication date

1 June 2007

10 September 2007

Extending the rank likelihood for semiparametric copula estimation (English)

full work available at URL

https://arxiv.org/abs/math/0610413

https://projecteuclid.org/euclid.aoas/1183143739

zbMATH Keywords

Bayesian inference

polychoric correlation

latent variables model

sufficiency

marginal likelihood

describes a project that uses

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Mathematics(1 entry)

mardi Publication:97030

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