Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461): Difference between revisions

Archimedean copula: Bayesian pair-copula selection: Discrete longitudinal data: Markov chain Monte Carlo: Multivariate dependence: Multivariate discrete data: Vine copulas

0 references

describes a project that uses

QRM

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/01621459.2011.644501

0 references

OpenAlex ID

W2086496920

0 references

cites work

Pair-copula constructions of multiple dependence

0 references

Vines -- a new graphical model for dependent random variables.

0 references

Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*

0 references

Q3412547

0 references

Analysis of multivariate probit models

0 references

A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

0 references

Modeling covariance matrices via partial autocorrelations

0 references

Constraints on concordance measures in bivariate discrete data

0 references

A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

0 references

A Primer on Copulas for Count Data

0 references

On the simplified pair-copula construction -- simply useful or too simplistic?

0 references

Q4382161

0 references

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

0 references

Uncertainty Analysis with High Dimensional Dependence Modelling

0 references

Joint Regression Analysis for Discrete Longitudinal Data

0 references

Q5706744

0 references

An introduction to copulas.

0 references

On rank correlation measures for non-continuous random variables

0 references

Efficient Bayesian inference for Gaussian copula regression models

0 references

Q4828566

0 references

Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

0 references

Joint Regression Analysis of Correlated Data Using Gaussian Copulas

0 references

Multivariate Dispersion Models Generated From Gaussian Copula

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4916461

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/01621459.2011.644501
+Normal rank
@@ Property / OpenAlex ID @@
+W2086496920
@@ Property / OpenAlex ID: W2086496920 / rank @@
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of multivariate probit models
@@ Property / cites work: Analysis of multivariate probit models / rank @@
+Normal rank
@@ Property / cites work @@
+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
+Normal rank
@@ Property / cites work @@
+Modeling covariance matrices via partial autocorrelations
+Normal rank
@@ Property / cites work @@
+Constraints on concordance measures in bivariate discrete data
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+A Primer on Copulas for Count Data
@@ Property / cites work: A Primer on Copulas for Count Data / rank @@
+Normal rank
@@ Property / cites work @@
+On the simplified pair-copula construction -- simply useful or too simplistic?
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Uncertainty Analysis with High Dimensional Dependence Modelling
+Normal rank
@@ Property / cites work @@
+Joint Regression Analysis for Discrete Longitudinal Data
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+On rank correlation measures for non-continuous random variables
+Normal rank
@@ Property / cites work @@
+Efficient Bayesian inference for Gaussian copula regression models
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
+Normal rank
@@ Property / cites work @@
+Joint Regression Analysis of Correlated Data Using Gaussian Copulas
+Normal rank
@@ Property / cites work @@
+Multivariate Dispersion Models Generated From Gaussian Copula
+Normal rank