Bayesian sequential design for copula models

DOI10.1007/S11749-019-00661-7zbMath1447.62091OpenAlexW2746949093MaRDI QIDQ2195747

Christopher C. Drovandi, James M. McGree, S. G. J. Senarathne

Publication date: 27 August 2020

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/109855/58/109855.pdf

zbMATH Keywords

parameter estimationutility functionsequential Monte Carlomodel discriminationsequential designtotal entropy

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sequential statistical design (62L05) Sequential estimation (62L12)

Related Items (2)

A Laplace-based algorithm for Bayesian adaptive design ⋮ EXPERIMENTAL DESIGN FOR DEPENDENT DATA

Uses Software

• CDVine
• acebayes

Cites Work

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