On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
From MaRDI portal
Publication:394097
DOI10.1016/j.jspi.2013.06.015zbMath1279.62116arXiv1304.0905OpenAlexW2074130726MaRDI QIDQ394097
Publication date: 24 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.0905
Related Items
Statistical analysis of dependent competing risks model in constant stress accelerated life testing with progressive censoring based on copula function ⋮ Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response ⋮ Copula in a multivariate mixed discrete-continuous model ⋮ Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses ⋮ Maximum likelihood estimation of Gaussian copula models for geostatistical count data ⋮ Count Time Series: A Methodological Review ⋮ Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence ⋮ Copula-Based Models for Multivariate Discrete Response Data ⋮ A generic approach to nonparametric function estimation with mixed data ⋮ Efficient and feasible inference for high-dimensional normal copula regression models ⋮ A general algorithm for covariance modeling of discrete data ⋮ Multivariate count autoregression ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ A new bivariate Poisson distribution via conditional specification: properties and applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Weighted scores method for regression models with dependent data
- Constraints on concordance measures in bivariate discrete data
- Finite normal mixture copulas for multivariate discrete data modeling
- On multivariate Gaussian copulas
- Computation of multivariate normal and \(t\) probabilities
- Multivariate reduced rank regression in non-Gaussian contexts, using copulas
- Accuracy of Laplace approximation for discrete response mixed models
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Contributions to factor analysis of dichotomous variables
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Maximum likelihood estimation of regression parameters with spatially dependent discrete data
- Models for discrete longitudinal data.
- Correlated data analysis: modeling, analytics, and applications
- Joint Regression Analysis for Discrete Longitudinal Data
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Likelihood inference in a correlated probit regression model
- Negative binomial and mixed poisson regression
- Testing for dependence in multivariate probit models
- Mixed Models
- A Parametric Model for Cluster Correlated Categorical Data
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
