Commentary---A Latent Variable Perspective of Copula Modeling

Authors:
Edward I. George;Shane T. Jensen
Affiliations:
Department of Statistics, The Wharton School of the University of Pennsylvania, Philadelphia, Pennsylvania 19104;Department of Statistics, The Wharton School of the University of Pennsylvania, Philadelphia, Pennsylvania 19104
Venue:
Marketing Science
Year:
2011

Citing 1
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Abstract

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.