Computing with bivariate COM-Poisson model under different copulas
From MaRDI portal
Publication:2628132
DOI10.1515/mcma-2017-0103zbMath1364.65022OpenAlexW2606226353MaRDI QIDQ2628132
Yuvraj Sunecher, Wasseem Rumjaun, Vandna Jowaheer, Naushad Mamode Khan
Publication date: 12 June 2017
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/mcma-2017-0103
Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Analysis of variance and covariance (ANOVA) (62J10) Diagnostics, and linear inference and regression (62J20)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
- Bivariate Conway-Maxwell-Poisson distribution: formulation, properties, and inference
- An introduction to copulas.
- Multivariate reduced rank regression in non-Gaussian contexts, using copulas
- Discrete analogues of self-decomposability and stability
- Some properties of multivariate INAR(1) processes
- An overview on regression models for discrete longitudinal responses
- Bivariate generalized Poisson distribution with some applications
- Thinning operations for modeling time series of counts -- a survey
- The timing of bid placement and extent of multiple bidding: an empirical investigation using ebay online auctions
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Stationary solutions for integer-valued autoregressive processes
- Computing with bivariate COM-Poisson model under different copulas
- Copula Modeling: An Introduction for Practitioners
- Copula-Based Models for Multivariate Discrete Response Data
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Some ARMA models for dependent sequences of poisson counts
- A Model of the Joint Distribution of Purchase Quantity and Timing
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model
- Flexible Bivariate INAR(1) Processes Using Copulas
- Regression in a copula model for bivariate count data
- A bivariate INAR(1) process with application
- Improved estimation for Poisson INAR(1) models
- Modelling a non-stationary BINAR(1) Poisson process
- Modeling Multivariate Count Data Using Copulas
- A Primer on Copulas for Count Data
- A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
- Note on a certain family of discrete distributions
- Conjugate analysis of the Conway-Maxwell-Poisson distribution
