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Journal of Computational and Graphical Statistics Volume 28, 2019 - Issue 3
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Bayesian Computation

Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series

Rubén Loaiza-MayaMelbourne Business School, University of Melbourne, Carlton, VIC, Australia
&
Michael Stanley SmithMelbourne Business School, University of Melbourne, Carlton, VIC, AustraliaCorrespondence[email protected]
Pages 523-539 | Received 12 Dec 2017, Accepted 08 Dec 2018, Published online: 08 Apr 2019

Citations (6)

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Read on this site (2)

Hadi Safari-Katesari, S. Yaser Samadi & Samira Zaroudi. (2020) Modelling count data via copulas. Statistics 54:6, pages 1329-1355.
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Michael Stanley Smith, Rubén Loaiza-Maya & David J. Nott. (2020) High-Dimensional Copula Variational Approximation Through Transformation. Journal of Computational and Graphical Statistics 29:4, pages 729-743.
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Articles from other publishers (4)

Yujian Liu, Dejun Xie, David A. Edwards & Siyi Yu. (2023) Mixture copulas with discrete margins and their application to imbalanced data. Journal of the Korean Statistical Society 52:4, pages 878-900.
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Chandra R. Bhat & Aupal Mondal. (2022) A New Flexible Generalized Heterogeneous Data Model (GHDM) with an Application to Examine the Effect of High Density Neighborhood Living on Bicycling Frequency. Transportation Research Part B: Methodological 164, pages 244-266.
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Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott & Peter J. Danaher. (2022) Fast and accurate variational inference for models with many latent variables. Journal of Econometrics 230:2, pages 339-362.
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Michael Stanley Smith. (2021) Implicit Copulas: An Overview. Econometrics and Statistics.
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