Gaussian copula marginal regression

DOI10.1214/12-EJS721zbMath1336.62152MaRDI QIDQ1950871

Guido Masarotto, Cristiano Varin

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1346421603

zbMATH Keywords

longitudinal datasurvival datadiscrete time seriesgeneralized estimating equationsspatial datalikelihood inferenceGaussian copulamarginal regressionmultivariate probit

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

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Uses Software

• R
• sandwich
• weightedScores
• Orthants
• bernor

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