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- W2953248525 abstract "We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian Monte,Carlo algorithm, where the proposed values of the functional of interest are weighed in terms of their empirical likelihood. This method is particularly useful when the true likelihood function associated with the working model is too costly to evaluate or when the working model is only partially specified." @default.
- W2953248525 created "2019-06-27" @default.
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- W2953248525 date "2015-03-10" @default.
- W2953248525 modified "2023-09-27" @default.
- W2953248525 title "Approximate Bayesian Computation for Copula Estimation" @default.
- W2953248525 hasPublicationYear "2015" @default.
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