A trivariate additive regression model with arbitrary link functions and varying correlation matrix
DOI10.1016/j.jspi.2018.07.002zbMath1421.62060OpenAlexW2883185205WikidataQ129507024 ScholiaQ129507024MaRDI QIDQ2317255
Rosalba Radice, Panagiota Filippou, Thomas Kneib, Giampiero Marra
Publication date: 9 August 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/20921/1/A%20Trivariate%20Additive%20Regression%20Model%20with%20Arbitrary%20Link%20Functions%20and%20Varying%20Correlation%20Matrix.pdf
Cholesky decompositionbinary responsepenalized regression splineadditive predictorsimultaneous parameter estimationadditive probit modeltrivariate distribution
Multivariate distribution of statistics (62H10) Numerical computation using splines (65D07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) General nonlinear regression (62J02)
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