Pair copula constructions for multivariate discrete data
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Cites work
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A Primer on Copulas for Count Data
- An introduction to copulas.
- Composite likelihood estimation in multivariate data analysis
- Constraints on concordance measures in bivariate discrete data
- Estimation of copula models with discrete margins via Bayesian data augmentation
- Finite normal mixture copulas for multivariate discrete data modeling
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Modeling longitudinal data using a pair-copula decomposition of serial dependence
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Tail dependence functions and vine copulas
- The estimating function bootstrap
- Truncated regular vines in high dimensions with application to financial data
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Vines -- a new graphical model for dependent random variables.
Cited in
(82)- CeCNN: copula-enhanced convolutional neural networks in joint prediction of refraction error and axial length based on ultra-widefield fundus images
- Total loss estimation using copula-based regression models
- Computational methods for a copula-based Markov chain model with a binomial time series
- Model distances for vine copulas in high dimensions
- On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins
- Mixture of D-vine copulas for modeling dependence
- Factor copula models for item response data
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Nonparametric universal copula modeling
- Estimating standard errors in regular vine copula models
- A copula transformation in multivariate mixed discrete-continuous models
- Inference for copula modeling of discrete data: a cautionary tale and some facts
- Explaining predictive models using Shapley values and non-parametric vine copulas
- A copula-based portrayal of the collider bias
- Copula in a multivariate mixed discrete-continuous model
- Weighted discrete ARMA models for categorical time series
- Nonparametric estimation of copula regression models with discrete outcomes
- Selection of vine copulas
- Model selection for discrete regular vine copulas
- The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach
- Vine copula approximation: a generic method for coping with conditional dependence
- A stochastic block Ising model for multi-layer networks with inter-layer dependence
- A centered bivariate spatial regression model for binary data with an application to presettlement vegetation data in the midwestern United States
- A corrected Clarke test for model selection and beyond
- Identification, Semiparametric Efficiency, and Quadruply Robust Estimation in Mediation Analysis with Treatment-Induced Confounding
- Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation
- A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
- Gradient-boosted generalized linear models for conditional vine copulas
- Data-driven polynomial chaos expansion for machine learning regression
- On extension of 2-copulas for information fusion
- Meta-analysis for the comparison of two diagnostic tests -- a new approach based on copulas
- A comparison of beta regression and copula regression for partial lapse rate estimate
- Comparison of performance measures for multivariate discrete models
- A dependent frequency-severity approach to modeling longitudinal insurance claims
- Statistical analysis of multivariate discrete-valued time series
- Maximal coupling of empirical copulas for discrete vectors
- Structure learning in Bayesian networks using regular vines
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
- Multivariate distributions of correlated binary variables generated by pair-copulas
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
- Probabilistic models of profiles for voting by evaluation
- Mixed Marginal Copula Modeling
- Bayesian geostatistical modeling for discrete-valued processes
- Generalized Additive Models for Pair-Copula Constructions
- Pair-copula models for analyzing family data
- Zero-inflated count time series models using Gaussian copula
- A transition model for analyzing multivariate longitudinal data using Gaussian copula approach
- A Randomized Pairwise Likelihood Method for Complex Statistical Inferences
- Analysis of ordinal and continuous longitudinal responses using pair copula construction
- Copula-based Markov zero-inflated count time series models with application
- Model-based clustering using copulas with applications
- Copula modeling from Abe Sklar to the present day
- Nearest-neighbor mixture models for non-Gaussian spatial processes
- Mixture copulas with discrete margins and their application to imbalanced data
- Boosting with copula-based components
- Agent-based modeling in medical research, virtual baseline generator and change in patients' profile issue
- Factor tree copula models for item response data
- Copula-Based Models for Multivariate Discrete Response Data
- On a Simple Construction of a Bivariate Probability Function With a Common Marginal
- A multivariate Poisson model based on comonotonic shocks
- Efficient and feasible inference for high-dimensional normal copula regression models
- Multilevel modeling of insurance claims using copulas
- Copula-based bivariate finite mixture regression models with an application for insurance claim count data
- The bivariate K-finite normal mixture ‘blanket’ copula
- Consistent Community Detection in Inter-Layer Dependent Multi-Layer Networks
- Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models
- Meta-analysis of diagnostic tests accounting for disease prevalence: a new model using trivariate copulas
- Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies
- Pair copula constructions for insurance experience rating
- An integer-valued autoregressive process for seasonality
- Finite normal mixture copulas for multivariate discrete data modeling
- Multivariate dependence modeling based on comonotonic factors
- A family of block-wise one-factor distributions for modeling high-dimensional binary data
- A multivariate Poisson model based on a triangular comonotonic shock construction
- D-vine generalized additive model copula-based quantile regression with application to ensemble postprocessing
- Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
- On the evaluation of finite-time ruin probabilities in a dependent risk model
- A review of multivariate distributions for count data derived from the Poisson distribution
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
- Joint regression modeling for missing categorical covariates in generalized linear models
- Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
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