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

zbMATH Keywords

Cholesky decompositionbinary responsepenalized regression splineadditive predictorsimultaneous parameter estimationadditive probit modeltrivariate distribution

Mathematics Subject Classification ID

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)

Related Items

Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme, Estimating the impact of medical care usage on work absenteeism by a trivariate probit model with two binary endogenous explanatory variables

Uses Software

• R
• GAMLSS
• gamair
• GJRM

Cites Work

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