Likelihood-free Bayesian estimation of multivariate quantile distributions
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- Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
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KeywordsApproximate Bayesian computation Copula g-and-k distribution Multivariate Quantile distributions Sequential Monte Carlo;
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