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Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation

✍ Scribed by Smith, Michael S.; Khaled, Mohamad A.

Book ID
118183136
Publisher
American Statistical Association
Year
2012
Tongue
English
Weight
457 KB
Volume
107
Category
Article
ISSN
0162-1459

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πŸ“œ SIMILAR VOLUMES

ESTIMATION BY DATA AUGMENTATION IN REGRE
ESTIMATION BY DATA AUGMENTATION IN REGRESSION MODELS WITH CONTINUOUS AND DISCRETE COVARIATES MEASURED WITH ERROR
✍ JOUNI KUHA πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 306 KB πŸ‘ 2 views

Estimation methods are considered for regression models which have both misclassified discrete covariates and continuous covariates measured with error. Adjusted parameter estimates are obtained using the method of data augmentation, where the true values of the covariates measured with error are re