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

Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (Q6574595)

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scientific article; zbMATH DE number 7883126
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Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
scientific article; zbMATH DE number 7883126

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    Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals (English)
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    18 July 2024
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    elliptical copulas
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    Markov chain Monte Carlo
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    multivariate statistics
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    scale mixtures of normal
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    seemingly unrelated regression
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