Rejoinder--Estimation Issues for Copulas Applied to Marketing Data

Estimating copula models using Bayesian methods presents some subtle challenges, ranging from specification of the prior to computational tractability. There is also some debate about what is the most appropriate copula to employ from those available. We address these issues here and conclude by discussing further applications of copula models in marketing.

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Year of publication:	2011
Authors:	Danaher, Peter J. ; Smith, Michael S.
Published in:	Marketing Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0732-2399. - Vol. 30.2011, 1, p. 25-28
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	Bayesian estimation \| discrete copula \| Markov chain Monte Carlo \| Gaussian copula \| media modeling \| probability models \| website page views

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mksc.1100.0604 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009218490