Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula

DOI10.1016/J.JKSS.2016.11.005MaRDI QIDQ2398405zbMATH OpenOpenAlexFDO

Authors Minjung Kwak

Publication date 16 August 2017

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2016.11.005

zbMATH Keywords

bivariate longitudinal datadependenceGaussian copulajoint conditional distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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• Weak convergence of empirical copula processes

Cited in

(7)

• Copula shrinkage and portfolio allocation in ultra-high dimensions
• Joint regression analysis for discrete longitudinal data
• Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
• Conditional dependence in longitudinal data analysis
• Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
• A Gaussian copula joint model for longitudinal and time-to-event data with random effects
• Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies

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