Simulating dependent discrete data

DOI10.1080/00949655.2011.632774MaRDI QIDQ2862363zbMATH OpenOpenAlexFDO

Authors David S. Birkes

Publication date 15 November 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2011.632774

zbMATH Keywords

count datarank correlationSpearman correlationPearson correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 1865743 (Why is no real title available?)
• A Primer on Copulas for Count Data
• An algorithm for fast generation of bivariate Poisson random vectors
• An algorithm for generating correlated random variables in a class of infinitely divisible distributions
• An introduction to copulas.
• Discrete bivariate distributions with given marginals and correlation
• Estimation for the bivariate Poisson distribution
• Inequalities for distributions with given marginals
• On rank correlation measures for non-continuous random variables
• Range of correlation matrices for dependent Bernoulli random variables

Cited in

(14)

• Matching a correlation coefficient by a Gaussian copula
• Adjusting a finite population block kriging estimator for imperfect detection
• An R package for the simulation of correlated discrete variables
• Copula index for detecting dependence and monotonicity between stochastic signals
• Modelling count data via copulas
• Simultaneous generation of multivariate mixed data with Poisson and normal marginals
• Estimating a multivariate model with discrete Weibull margins
• Generating correlated random vector involving discrete variables
• State estimation and control for networked control systems in the presence of correlated packet drops
• PoisNor: an R package for generation of multivariate data with Poisson and normal marginals
• Sampling multivariate count variables with prespecified Pearson correlation using marginal regular vine copulas
• Covariance model simulation using regular vines
• A flexible multivariate model for high-dimensional correlated count data
• A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES

Describes a project that uses

Uses Software

• R

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