Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (Q2329809)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins |
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Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins (English)
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18 October 2019
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Markov chain Monte Carlo
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correlated pseudo-marginal Metropolis-Hastings
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variational Bayes
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Archimedean copula
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