Efficient and feasible inference for high-dimensional normal copula regression models (Q94125): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / publication date
 
7 July 2023
Timestamp+2023-07-07T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / publication date: 7 July 2023 / rank
 
Normal rank
Property / author
 
Property / author: Aristidis K. Nikoloulopoulos / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/j.csda.2022.107654 / rank
 
Normal rank
Property / title
 
Efficient and feasible inference for high-dimensional normal copula regression models (English)
Property / title: Efficient and feasible inference for high-dimensional normal copula regression models (English) / rank
 
Normal rank
Property / published in
 
Property / published in: Computational Statistics and Data Analysis / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/2203.04619 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62-08 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 7708462 / rank
 
Normal rank
Property / zbMATH Keywords
 
composite likelihood
Property / zbMATH Keywords: composite likelihood / rank
 
Normal rank
Property / zbMATH Keywords
 
discrete time-series
Property / zbMATH Keywords: discrete time-series / rank
 
Normal rank
Property / zbMATH Keywords
 
estimating equations
Property / zbMATH Keywords: estimating equations / rank
 
Normal rank
Property / zbMATH Keywords
 
ordered probit/logistic regression
Property / zbMATH Keywords: ordered probit/logistic regression / rank
 
Normal rank
Property / zbMATH Keywords
 
multivariate probit
Property / zbMATH Keywords: multivariate probit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3558100 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Variable Selection for Gaussian Copula Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4224185 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of Generalized Estimating Equations for Binary Responses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression theory for categorical time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence Modeling with Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5661032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longitudinal data analysis using generalized linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian copula marginal regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Gaussian Copula Factor Models for Mixed Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contributions to factor analysis of dichotomous variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula-Based Models for Multivariate Discrete Response Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted scores method for regression models with dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite normal mixture copulas for multivariate discrete data modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair Copula Constructions for Multivariate Discrete Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Bayesian inference for Gaussian copula regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlated data analysis: modeling, analytics, and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula-based Markov models for time series. Parametric inference and process control / rank
 
Normal rank
Property / cites work
 
Property / cites work: On composite marginal likelihoods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3074760 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composite likelihood estimation in multivariate data analysis / rank
 
Normal rank

Latest revision as of 15:15, 1 August 2024

scientific article from arXiv
Language Label Description Also known as
English
Efficient and feasible inference for high-dimensional normal copula regression models
scientific article from arXiv

    Statements

    9 March 2022
    0 references
    7 July 2023
    0 references
    stat.ME
    0 references
    Efficient and feasible inference for high-dimensional normal copula regression models (English)
    0 references
    composite likelihood
    0 references
    discrete time-series
    0 references
    estimating equations
    0 references
    ordered probit/logistic regression
    0 references
    multivariate probit
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers