<b>Commentary</b>—A Latent Variable Perspective of Copula Modeling

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.

• 저널Marketing Science · 30(1) · 22–24
• 토픽Financial Risk and Volatility Modeling · Finance
• DOI10.1287/mksc.1100.0579
• 저자Edward I. George, Shane T. Jensen