Finite normal mixture copulas for multivariate discrete data modeling

DOI10.1016/J.JSPI.2009.05.034MaRDI QIDQ840749zbMATH OpenOpenAlexFDO

Authors Aristidis K. Nikoloulopoulos, Dimitris Karlis

Publication date 14 September 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.05.034

zbMATH Keywords

copulacount datadiscrete distributionepidemiologyfinite normal mixtureKendall's taunegative binomial distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A bivariate Poisson count data model using conditional probabilities
• A Parametric Model for Cluster Correlated Categorical Data
• A Primer on Copulas for Count Data
• Algorithm 698: DCUHRE
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• An introduction to copulas.
• Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Composite likelihood estimation in multivariate data analysis
• Compound Poisson approximations for individual models with dependent risks.
• Constraints on concordance measures in bivariate discrete data
• Finite mixtures of multivariate Poisson distributions with application
• scientific article; zbMATH DE number 1348598 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Measures of Association for Cross Classifications
• Mixed Poisson Distributions
• Modeling and Generating Dependent Risk Processes for IRM and DFA
• Modeling Multivariate Discrete Failure Time Data
• Modelling rugby league data viabivariate negative binomial regression
• Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate distributions from mixtures of max-infinitely divisible distributions
• On rank correlation measures for non-continuous random variables
• On the properties of some nonparametric concordance measures in the discrete case
• Pair-copula constructions of multiple dependence
• Parametric families of multivariate distributions with given margins
• Sampling nested Archimedean copulas
• Statistical Modeling and Analysis for Complex Data Problems
• The meta-elliptical distributions with given marginals
• THE TREATMENT OF TIES IN RANKING PROBLEMS
• Vines -- a new graphical model for dependent random variables.

Cited in

(27)

• Inference for copula modeling of discrete data: a cautionary tale and some facts
• A family of block-wise one-factor distributions for modeling high-dimensional binary data
• Copula in a multivariate mixed discrete-continuous model
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• Mixture decomposition of distributions by copulas in the symbolic data analysis framework
• A copula transformation in multivariate mixed discrete-continuous models
• Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
• Bayesian multivariate Poisson models for insurance ratemaking
• The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
• Multivariate Poisson interpoint distances
• On the bivariate Skellam distribution
• Copula-Based Models for Multivariate Discrete Response Data
• On a family of trimodal distributions
• The bivariate K-finite normal mixture ‘blanket’ copula
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• Pair copula constructions for multivariate discrete data
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
• Flexible bivariate INAR(1) processes using copulas
• Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
• A bivariate INAR(1) process with application
• Gaussian copula distributions for mixed data, with application in discrimination
• Modeling multivariate count data using copulas
• Correlation structure and variable selection in generalized estimating equations via composite likelihood information criteria
• Modeling temporal dependence of longitudinal data: use of multivariate geometric skew-normal copula
• Analysis of overlapping count data
• Copula modeling for discrete random vectors
• Efficient and feasible inference for high-dimensional normal copula regression models

Describes a project that uses

Uses Software

• AS 195
• QSIMVN
• QRM

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