bayescopulareg

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Bayesian Copula Regression

Yash Bhosale, Ethan Alt

Last update: 30 November 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.3

Cites work

• Extending the rank likelihood for semiparametric copula estimation
• Efficient Bayesian inference for Gaussian copula regression models
• Adaptive proposal distribution for random walk Metropolis algorithm

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