Estimating a multivariate model with discrete Weibull margins

DOI10.1080/15598608.2017.1292483zbMATH Open1425.62082OpenAlexW2587022160MaRDI QIDQ2321792FDOQ2321792

Authors: Alessandro Barbiero 

Publication date: 23 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1292483

Recommendations

• A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES
• Simulating dependent discrete data
• An R package for the simulation of correlated discrete variables
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• Bivariate exponentiated discrete Weibull distribution: statistical properties, estimation, simulation and applications

zbMATH Keywords

Gaussian copulamaximum likelihoodinference function for marginscorrelated counts

Mathematics Subject Classification ID

Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Copula-Based Models for Multivariate Discrete Response Data
• A Primer on Copulas for Count Data
• Title not available (Why is that?)
• On Discrete Failure Models
• A New Discrete Weibull Distribution

Cited In (4)

• An R package for the simulation of correlated discrete variables
• Least-squares and minimum chi-square estimation in a discrete Weibull model
• A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood

Uses Software

• R
• DiscreteWeibull
• GenOrd

This page was built for publication: Estimating a multivariate model with discrete Weibull margins

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2321792)