On factor copula-based mixed regression models

DOI10.1214/25-EJS2358MaRDI QIDQ6979895zbMATH OpenFDO

Authors Pavel Krupskii, Bouchra R. Nasri, Bruno Rémillard

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/On-factor-copula-based-mixed-regression-models/10.1214/25-EJS2358.full

zbMATH Keywords

clustered datacopulacovariateslatent variablesmixed linear regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• A Bayesian hierarchical copula model
• An one-factor copula mixed model for joint meta-analysis of multiple diagnostic tests
• Asymptotics for multisample statistics
• Copula-Based Random Effects Models for Clustered Data
• Copula-Based Regression Estimation and Inference
• Factor copula models for multivariate data
• scientific article; zbMATH DE number 5735168 (Why is no real title available?)
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• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Modelling categorized levels of precipitation
• Multilevel modeling of insurance claims using copulas
• On copula-based conditional quantile estimators
• On non-central squared copulas
• Semi-parametric copula-based models under non-stationarity

Cited in

(1)

• A Factor-Copula Latent-Vine Time Series Model for Extreme Flood Insurance Losses

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