Marketing Science 2010

Rejoinder—Estimation Issues for Copulas Applied to Marketing Data

Peter J. Danaher; Michael S. Smith

The University of Melbourne

Abstract

Estimating copula models using Bayesian methods presents some subtle challenges, ranging from specification of the prior to computational tractability. There is also some debate about what is the most appropriate copula to employ from those available. We address these issues here and conclude by discussing further applications of copula models in marketing.

DOI

10.1287/mksc.1100.0604

Sources

openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓