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Windows Executable for Gaussian copula with NBD margins
(2011)
  • Michael S Smith, Melbourne Business School
Abstract

This is an example Windows 32bit program to estimate a Gaussian copula model with NBD margins. The margins are estimated first using MLE, and the copula second using Bayesian MCMC. The model was discussed in Danaher & Smith (2011; Marketing Science) as example 4 (section 4.2).

Keywords
  • Gaussian Discrete Copula using Bayesian MCMC
Publication Date
2011
Citation Information
Michael S Smith. "Windows Executable for Gaussian copula with NBD margins" (2011)
Available at: http://works.bepress.com/michael_smith/25/