Likelihood-free Bayesian estimation of multivariate quantile distributions


Autoria(s): Drovandi, Christopher C.; Pettitt, Tony
Data(s)

2011

Identificador

http://eprints.qut.edu.au/52604/

Publicador

Elsevier BV

Relação

Drovandi, Christopher C. & Pettitt, Tony (2011) Likelihood-free Bayesian estimation of multivariate quantile distributions. Computational Statistics and Data Analysis, 55(9), pp. 2541-2556.

Fonte

Faculty of Science and Technology; Mathematical Sciences

Palavras-Chave #010400 STATISTICS #080200 COMPUTATION THEORY AND MATHEMATICS #Approximate Bayesian computation, Copula, g-and-k distribution, Multivariate, Quantile distributions, Sequential Monte Carlo
Tipo

Journal Article