Estimation of copula models with discrete margins via Bayesian data augmentation

Journal of the American Statistical Association

Volumn 107, Issue 497, 2012, Pages 290-303

  Smith, Michael S ^a   Khaled, Mohamad A ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Archimedean copula; Bayesian pair copula selection; Discrete longitudinal data; Markov chain monte carlo; multivariate dependence; Multivariate discrete data; Vine copulas

Indexed keywords

EID: 84862854500     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1080/01621459.2011.644501     Document Type: Article

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