Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals

DOI10.1002/ASMB.2410MaRDI QIDQ6574595zbMATH OpenFDO

Authors Nuttanan Wichitaksorn, Richard Gerlach, S. T. Boris Choy

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carloseemingly unrelated regressionmultivariate statisticselliptical copulasscale mixtures of normal

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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