Likelihood-free Bayesian estimation of multivariate quantile distributions
From MaRDI portal
Publication:1658303
DOI10.1016/j.csda.2011.03.019zbMath1464.62062WikidataQ62899431 ScholiaQ62899431MaRDI QIDQ1658303
Christopher C. Drovandi, Anthony N. Pettitt
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/52604/1/__qut.edu.au_Documents_StaffHome_staffgroupW%24_wu75_Documents_ePrints_52604.pdf
copula; sequential Monte Carlo; multivariate; approximate Bayesian computation; quantile distributions; g-and-k distribution
62-08: Computational methods for problems pertaining to statistics