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Rejoinder: Estimation Issues for Copulas Applied to Marketing Data
Marketing Science (2011)
  • Peter J Danaher, Melbourne Business School
  • Michael S Smith, Melbourne Business School
Abstract

Estimating copula models using Bayesian methods presents some subtle challenges, ranging from specification of the prior to computational tractability. There is also some debate about what is the most appropriate copula to employ from those available. We address these issues here and conclude by discussing further applications of copula models in marketing.

Publication Date
2011
Citation Information
Peter J Danaher and Michael S Smith. "Rejoinder: Estimation Issues for Copulas Applied to Marketing Data" Marketing Science Vol. 30 (2011)
Available at: http://works.bepress.com/michael_smith/24/