Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
type: Item
instance of: scholarly article
title: Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
zbMATH Open document ID: 1261.62051
DOI: 10.1080/01621459.2011.644501
author: Michael Stanley Smith
author: Mohamad A. Khaled
published in: Journal of the American Statistical Association
publication date: 2013-04-22T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6156522
zbMATH Keywords: Archimedean copula: Bayesian pair-copula selection: Discrete longitudinal data: Markov chain Monte Carlo: Multivariate dependence: Multivariate discrete data: Vine copulas
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/01621459.2011.644501
OpenAlex ID: W2086496920
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description: scientific article; zbMATH DE number 6156522