Drovandi, Christopher C.; Pettitt, Anthony N. - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2541-2556
In this paper, we present new multivariate quantile distributions and utilise likelihood-free Bayesian algorithms for inferring the parameters. In particular, we apply a sequential Monte Carlo (SMC) algorithm that is adaptive in nature and requires very little tuning compared with other...