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 dataKendall's tauepidemiologynegative binomial distributiondiscrete distributionfinite normal mixture

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1348598 (Why is no real title available?)
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• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
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• Asymptotic efficiency of the two-stage estimation method for copula-based models
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• Finite mixtures of multivariate Poisson distributions with application
• Measures of Association for Cross Classifications
• Mixed Poisson Distributions
• Modeling Multivariate Discrete Failure Time Data
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• 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
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• THE TREATMENT OF TIES IN RANKING PROBLEMS
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Cited in

(27)

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

Describes a project that uses

Uses Software

• QSIMVN
• AS 195
• QRM

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