Commentary--A Latent Variable Perspective of Copula Modeling

The likelihood for copula modeling appears when both the data and the copula representations are seen as being driven by common uniform latent variables. This perspective facilitates Bayesian inference for prediction and copula selection.

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Year of publication:	2011
Authors:	George, Edward I. ; Jensen, Shane T.
Published in:	Marketing Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0732-2399. - Vol. 30.2011, 1, p. 22-24
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	Bayesian analysis \| latent variable \| likelihood

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mksc.1100.0579 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009218477