Commentary--A Latent Variable Perspective of Copula Modeling

Edward I. George () and Shane T. Jensen ()
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Edward I. George: Department of Statistics, The Wharton School of the University of Pennsylvania, Philadelphia, Pennsylvania 19104
Shane T. Jensen: Department of Statistics, The Wharton School of the University of Pennsylvania, Philadelphia, Pennsylvania 19104

Marketing Science, 2011, vol. 30, issue 1, 22-24

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.

Keywords: Bayesian analysis; latent variable; likelihood (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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