Comparison of performance measures for multivariate discrete models

DOI10.1007/S10182-008-0078-XMaRDI QIDQ734443zbMATH OpenOpenAlexFDO

Authors Nina Meinel

Publication date 13 October 2009

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-008-0078-x

zbMATH Keywords

simulationdiscrete copula modelgoodness of fit measuresmultivariate probit model

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 45786 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A statistical model for the analysis of ordinal level dependent variables
• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• An introduction to copulas. Properties and applications
• Marginal Modeling of Correlated Ordinal Data Using a Multivariate Plackett Distribution
• Measures of Association for Cross Classifications
• Multivariate distributions from mixtures of max-infinitely divisible distributions
• PARTIAL AND MULTIPLE RANK CORRELATION
• Performance measures from prediction-realization tables

Cited in

(3)

• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome
• Analyzing bivariate ordinal data with CUB margins

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