Transform MCMC schemes for sampling intractable factor copula models
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DOI: 10.1007/s11009-023-09983-4
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More about this item
Keywords
Copula models; Markov chain Monte Carlo MCMC methods; sampling;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-07-17 (Econometrics)
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