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Likelihood-free Bayesian estimation of multivariate quantile distributions - MaRDI portal

Likelihood-free Bayesian estimation of multivariate quantile distributions (Q1658303)

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scientific article; zbMATH DE number 6917713
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Likelihood-free Bayesian estimation of multivariate quantile distributions
scientific article; zbMATH DE number 6917713

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    Likelihood-free Bayesian estimation of multivariate quantile distributions (English)
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    14 August 2018
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    approximate Bayesian computation
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    copula
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    g-and-k distribution
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    multivariate
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    quantile distributions
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    sequential Monte Carlo
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