Extending the rank likelihood for semiparametric copula estimation (Q97030)

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scientific article; zbMATH DE number 5189123
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    Extending the rank likelihood for semiparametric copula estimation
    scientific article; zbMATH DE number 5189123

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      1 June 2007
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      10 September 2007
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      Extending the rank likelihood for semiparametric copula estimation (English)
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      Bayesian inference
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      polychoric correlation
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      latent variables model
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      sufficiency
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      marginal likelihood
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