Vector Generalized Linear Models: A Gaussian Copula Approach

DOI10.1007/978-3-642-35407-6_12zbMath1273.62179MaRDI QIDQ2849535

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

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 equations; Gauss-Newton algorithm; multi-dimensional regression models

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62J12: Generalized linear models (logistic models)

Uses Software

• gcmr