Transform MCMC schemes for sampling intractable factor copula models
DOI10.1007/S11009-023-09983-4zbMATH Open1514.91203OpenAlexW3213866998MaRDI QIDQ6164840FDOQ6164840
Authors: Cyril Bénézet, Emmanuel Gobet, Rodrigo S. Targino 
Publication date: 4 July 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-023-09983-4
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- scientific article; zbMATH DE number 5951011
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Numerical methods (including Monte Carlo methods) (91G60)
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