TITLE

A Latent Variable Perspective of Copula Modeling

AUTHOR(S)
George, Edward I.; Jensen, Shane T.
PUB. DATE
January 2011
SOURCE
Marketing Science;Jan/Feb2011, Vol. 30 Issue 1, p22
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
57961472

 

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