Simulating dependent discrete data
DOI10.1080/00949655.2011.632774zbMATH Open1431.62250OpenAlexW1971960337MaRDI QIDQ2862363FDOQ2862363
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
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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)
Cites Work
- A Primer on Copulas for Count Data
- An introduction to copulas.
- Title not available (Why is that?)
- Title not available (Why is that?)
- On rank correlation measures for non-continuous random variables
- Inequalities for distributions with given marginals
- Range of correlation matrices for dependent Bernoulli random variables
- Estimation for the bivariate Poisson distribution
- 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
Cited In (14)
- An R package for the simulation of correlated discrete variables
- Copula index for detecting dependence and monotonicity between stochastic signals
- Estimating a multivariate model with discrete Weibull margins
- Matching a correlation coefficient by a Gaussian copula
- A flexible multivariate model for high-dimensional correlated count data
- Modelling count data via copulas
- Adjusting a finite population block kriging estimator for imperfect detection
- Simultaneous generation of multivariate mixed data with Poisson and normal marginals
- State estimation and control for networked control systems in the presence of correlated packet drops
- Sampling multivariate count variables with prespecified Pearson correlation using marginal regular vine copulas
- A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES
- Generating correlated random vector involving discrete variables
- PoisNor: an R package for generation of multivariate data with Poisson and normal marginals
- Covariance model simulation using regular vines
Uses Software
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