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Parallel computation is a fast growing computing environment in many areas including computational Bayesian statistics. However, most of the Bayesian parallel computing have been implemented through the sequential Monte Carlo method where model parameters are updated sequentially and it is...
Persistent link: https://www.econbiz.de/10013072176
We simplify the implementation of some elliptical copula regression models through the normal representation. Both copula and marginal probability density functions are expressed as the scale mixtures of normals to facilitate the estimation procedure. With the fact that all elliptical...
Persistent link: https://www.econbiz.de/10014166990