Ontology highlight
ABSTRACT:
SUBMITTER: Rosen O
PROVIDER: S-EPMC5496008 | biostudies-literature | 2015 May
REPOSITORIES: biostudies-literature
Rosen Ori O Thompson Wesley K WK
Biometrical journal. Biometrische Zeitschrift 20150209 3
This paper proposes a semiparametric methodology for modeling multivariate and conditional distributions. We first build a multivariate distribution whose dependence structure is induced by a Gaussian copula and whose marginal distributions are estimated nonparametrically via mixtures of B-spline densities. The conditional distribution of a given variable is obtained in closed form from this multivariate distribution. We take a Bayesian approach, using Markov chain Monte Carlo methods for infere ...[more]