On multivariate Gaussian copulas

DOI10.1016/J.JSPI.2009.05.039MaRDI QIDQ840759zbMATH OpenOpenAlexFDO

Authors Ivan Žežula

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.2009.05.039

zbMATH Keywords

KendallcorrelationSpearman

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A bivariate meta-Gaussian density for use in hydrology
• Correlations and copulas for decision and risk analysis
• Ordinal Measures of Association
• Using copulas for modeling the dependence between tree height and diameter at breast height

Cited in

(14)

• Multivariate Markov families of copulas
• scientific article; zbMATH DE number 6811494 (Why is no real title available?)
• Bounds on integrals with respect to multivariate copulas
• Nonparametric estimation of copula-based measures of multivariate association from contingency tables
• Gaussian copula distributions for mixed data, with application in discrimination
• Multivariate Bertino copulas
• Familywise error for multiple time-to-event endpoints in a group sequential design
• An invitation to coupling and copulas: with applications to multisensory modeling
• Perturbed Gaussian copula
• Detection of heterogeneous structures on the Gaussian copula model using projective power entropy
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• A family of block-wise one-factor distributions for modeling high-dimensional binary data
• INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA
• Gaussian copula marginal regression

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