Gaussian copula marginal regression

DOI10.1214/12-EJS721zbMATH Open1336.62152MaRDI QIDQ1950871FDOQ1950871

Authors: Guido Masarotto, Cristiano Varin 

Publication date: 28 May 2013

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1346421603

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zbMATH Keywords

Gaussian copulalongitudinal datamultivariate probitgeneralized estimating equationslikelihood inferencespatial datasurvival datamarginal regressiondiscrete time series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

Cites Work

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Cited In (61)

• A multinomial generalized linear mixed model for clustered competing risks data
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• Copula modeling of receiver operating characteristic and predictiveness curves
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• On modeling positive continuous data with spatiotemporal dependence
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Uses Software

• R
• sandwich
• weightedScores
• Orthants
• bernor

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