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Approximating the marginal likelihood using copula

Approximating the marginal likelihood using copula

30 October 2008
David J. Nott
Robert Kohn
M. Fielding
ArXiv (abs)PDFHTML

Papers citing "Approximating the marginal likelihood using copula"

3 / 3 papers shown
Title
Approximating Probability Densities by Iterated Laplace Approximations
Approximating Probability Densities by Iterated Laplace Approximations
B. Bornkamp
531
28
0
17 Mar 2011
Hyper-g Priors for Generalized Linear Models
Hyper-g Priors for Generalized Linear Models
Daniel Sabanés Bové
L. Held
106
104
0
09 Aug 2010
Computationally Efficient Estimation of Factor Multivariate Stochastic
  Volatility Models
Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models
Wei-jun Xu
Li Yang
Robert Kohn
73
0
0
10 Feb 2010
1