Copula modeling for discrete random vectors
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Cites work
- scientific article; zbMATH DE number 3647917 (Why is no real title available?)
- scientific article; zbMATH DE number 5655814 (Why is no real title available?)
- scientific article; zbMATH DE number 3519741 (Why is no real title available?)
- scientific article; zbMATH DE number 6107964 (Why is no real title available?)
- scientific article; zbMATH DE number 3325385 (Why is no real title available?)
- scientific article; zbMATH DE number 3070150 (Why is no real title available?)
- A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
- A Primer on Copulas for Count Data
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- ASPECTS OF CORRELATION IN BIVARIATE POISSON DISTRIBUTIONS AND PROCESSES
- An Iterative Procedure for Estimation in Contingency Tables
- An introduction to copulas.
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Constraints on concordance measures in bivariate discrete data
- Contingency table analysis. Methods and implementation using R
- Contingency tables with given marginals
- Convergence of the iterative proportional fitting procedure
- Copula in a multivariate mixed discrete-continuous model
- Dependence modeling with copulas
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- Geometry of discrete copulas
- Inference for copula modeling of discrete data: a cautionary tale and some facts
- Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
- Lectures on categorical data analysis
- Lévy copulas: review of recent results
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Maximal coupling of empirical copulas for discrete vectors
- Measures of Association for Cross Classifications
- Modeling and Generating Dependent Risk Processes for IRM and DFA
- Note on the Schrödinger equation and \(I\)-projections
- On nonparametric measures of dependence for random variables
- On rank correlation measures for non-continuous random variables
- On the empirical multilinear copula process for count data
- Operations on distribution functions not derivable from operations on random variables
- Principles of copula theory
- The Geometry of a Two by Two Contingency Table
- The Geometry of an $r \times c$ Contingency Table
- The Hellinger Correlation
- The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
Cited in
(20)- Copula-based measurement of interdependence for discrete distributions
- Minimum information dependence modeling
- Maximal coupling of empirical copulas for discrete vectors
- Modelling soccer matches using bivariate discrete distributions with general dependence structure
- Modelling count data via copulas
- Copula modeling from Abe Sklar to the present day
- Copula in a multivariate mixed discrete-continuous model
- Mixture copulas with discrete margins and their application to imbalanced data
- A general algorithm for covariance modeling of discrete data
- Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
- Tests of serial dependence for multivariate time series with arbitrary distributions
- Copula-like inference for discrete bivariate distributions with rectangular supports
- Central limit theorem for subcopulas under the Manhattan distance
- A mixture distribution for modelling bivariate ordinal data
- Finite normal mixture copulas for multivariate discrete data modeling
- A copula transformation in multivariate mixed discrete-continuous models
- Stochastic Comparison of Random Vectors with a Common Copula
- A Primer on Copulas for Count Data
- Geometry of discrete copulas
- Inference for copula modeling of discrete data: a cautionary tale and some facts
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