Vector generalized linear models: a Gaussian copula approach

DOI10.1007/978-3-642-35407-6_12MaRDI QIDQ2849535zbMATH OpenOpenAlexFDO

Authors Peter X.-K. Song, Mingyao Li, Peng Zhang

Publication date 20 September 2013

Published in Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-35407-6_12

zbMATH Keywords

generalized estimating equationsGauss-Newton algorithmmulti-dimensional regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

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Cited in

(6)

• On generalised estimating equations for vector regression
• Reduced-rank vector generalized linear models with two linear predictors
• Generalized Additive Models for Pair-Copula Constructions
• Copula Gaussian graphical models and their application to modeling functional disability data
• Gaussian copula marginal regression
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing

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Uses Software

• gcmr

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