Simulating dependent discrete data

DOI10.1080/00949655.2011.632774zbMath1431.62250OpenAlexW1971960337MaRDI QIDQ2862363

L. B. Madsen, 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 dataSpearman correlationrank correlationPearson correlation

Mathematics Subject Classification ID

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

Related Items (6)

Matching a correlation coefficient by a Gaussian copula ⋮ State estimation and control for networked control systems in the presence of correlated packet drops ⋮ Copula index for detecting dependence and monotonicity between stochastic signals ⋮ Generating correlated random vector involving discrete variables ⋮ A flexible multivariate model for high-dimensional correlated count data ⋮ Modelling count data via copulas

Uses Software

• R

Cites Work

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• An introduction to copulas.
• On rank correlation measures for non-continuous random variables
• Inequalities for distributions with given marginals
• An Algorithm for Fast Generation of Bivariate Poisson Random Vectors
• Discrete bivariate distributions with given marginals and correlation
• An algorithm for generating correlated random variables in a class of infinitely divisible distributions
• Estimation for the bivariate Poisson distribution
• Range of correlation matrices for dependent Bernoulli random variables
• A Primer on Copulas for Count Data

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