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Marketing Science 2010

Commentary—A Latent Variable Perspective of Copula Modeling

Edward I. George; Shane T. Jensen

University of Pennsylvania

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.

DOI
10.1287/mksc.1100.0579
Sources
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