Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
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Publication:6574595
DOI10.1002/asmb.2410MaRDI QIDQ6574595
S. T. Boris Choy, Richard H. Gerlach, Nuttanan Wichitaksorn
Publication date: 18 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Markov chain Monte Carlomultivariate statisticsseemingly unrelated regressionelliptical copulasscale mixtures of normal
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