A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES

DOI10.1017/S0266466699152058MaRDI QIDQ4512733zbMATH OpenOpenAlexFDO

Authors Hans Van Ophem

Publication date 19 July 2001

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466699152058

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(19)

• Joint modelling of two count variables when one of them can be degenerate
• A multivariate Poisson model based on comonotonic shocks
• Bayesian multivariate Poisson models for insurance ratemaking
• On the bivariate negative binomial regression model
• A bivariate Sarmanov regression model for count data with generalised Poisson marginals
• Modeling multivariate count data using copulas
• Copula-based regression models: a survey
• Multivariate negative binomial models for insurance claim counts
• Estimating a multivariate model with discrete Weibull margins
• Generating correlated random vector involving discrete variables
• A model for identifying and ranking dangerous accident locations: a case study in Flanders
• Modelling of many correlated and skewed random variables
• A general algorithm for covariance modeling of discrete data
• Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
• Regression in a copula model for bivariate count data
• A new bivariate Poisson common shock model covering all possible degrees of dependence
• A Multivariate Generalized Poisson Regression Model
• A bivariate Poisson count data model using conditional probabilities
• Inference for copula modeling of discrete data: a cautionary tale and some facts

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