A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES

DOI10.1017/S0266466699152058zbMATH Open0964.62110OpenAlexW2008938651MaRDI QIDQ4512733FDOQ4512733

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

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Mathematics Subject Classification ID

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

Cited In (18)

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

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