Pages that link to "Item:Q707394"

The following pages link to Constraints on concordance measures in bivariate discrete data (Q707394):

Displaying 50 items.

• A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
• Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
• On concordance measures for discrete data and dependence properties of Poisson model (Q609692) (← links)
• Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
• Copula modeling for discrete random vectors (Q830311) (← links)
• Copula-based regression models: a survey (Q840744) (← links)
• Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
• A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722) (← links)
• On rank correlation measures for non-continuous random variables (Q873621) (← links)
• Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
• Multivariate reduced rank regression in non-Gaussian contexts, using copulas (Q1023624) (← links)
• Goodness of fit test for discrete random variables (Q1615174) (← links)
• Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
• Asymptotic normality and parameter change test for bivariate Poisson INGARCH models (Q1708361) (← links)
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution (Q1735036) (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
• Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data (Q2135899) (← links)
• Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance (Q2152252) (← links)
• MDCgo takes up the association/correlation challenge for grouped ordinal data (Q2176337) (← links)
• On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables (Q2237807) (← links)
• On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins (Q2244573) (← links)
• Maximum likelihood estimation of regression parameters with spatially dependent discrete data (Q2260102) (← links)
• Multivariate count autoregression (Q2278669) (← links)
• Bounds on concordance-based validation statistics in regression models for binary responses (Q2282729) (← links)
• Association of zero-inflated continuous variables (Q2339525) (← links)
• Max-factor individual risk models with application to credit portfolios (Q2347068) (← links)
• Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
• Bounds on Kendall's tau for zero-inflated continuous variables (Q2405936) (← links)
• Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
• Joint Regression Analysis for Discrete Longitudinal Data (Q3100831) (← links)
• Tests of Multivariate Independence for Ordinal Data (Q3652684) (← links)
• Longitudinal modeling of insurance claim counts using jitters (Q4576844) (← links)
• Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
• Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461) (← links)
• Modelling count data via copulas (Q4987237) (← links)
• SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
• ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS (Q5067888) (← links)
• (Q5101800) (← links)
• Regression in a copula model for bivariate count data (Q5123638) (← links)
• Nonparametric Estimation of Copula Regression Models With Discrete Outcomes (Q5130616) (← links)
• Analysis of directional dependence using asymmetric copula-based regression models (Q5219455) (← links)
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables (Q5219938) (← links)
• Concordance-based predictive measures in regression models for discrete responses (Q5242232) (← links)