Multivariate Dispersion Models Generated From Gaussian Copula

DOI10.1111/1467-9469.00191zbMATH Open0955.62054OpenAlexW2033612661MaRDI QIDQ4516156FDOQ4516156

Authors: Peter X.-K. Song 

Publication date: 27 November 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00191

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zbMATH Keywords

asymptotic normalityGaussian copulaPoisson distributionprobit modelsgeneral linear modeldispersion modelslogit models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cited In (97)

• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
• A mixed copula model for insurance claims and claim sizes
• Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
• Bayesian nonparametric tests for multivariate locations
• Automated variable selection in vector multiplicative error models
• Total loss estimation using copula-based regression models
• Title not available (Why is that?)
• Modeling dropouts by conditional distribution, a copula-based approach
• Estimating fibres' material parameter distributions from limited data with the help of Bayesian inference
• Modeling multivariate count data using copulas
• A matrix-valued Bernoulli distribution
• Multivariate reduced rank regression in non-Gaussian contexts, using copulas
• Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
• Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations
• Sparse semiparametric discriminant analysis
• Boosting Distributional Copula Regression
• Rank-based inference tools for copula regression, with property and casualty insurance applications
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
• Efficient pairwise composite likelihood estimation for spatial-clustered data
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• Generalised linear models for aggregate claims: to Tweedie or not?
• Bayesian model selection for D-vine pair-copula constructions
• Maximum likelihood estimation of regression parameters with spatially dependent discrete data
• Gaussian copula distributions for mixed data, with application in discrimination
• On a multivariate Pareto distribution
• Unconstrained Cholesky-based parametrization of correlation matrices
• Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
• Modeling a mixture of ordinal and continuous repeated measures
• EM algorithm in Gaussian copula with missing data
• Efficient estimation of copula-GARCH models
• Title not available (Why is that?)
• Copula and composite quantile regression-based estimating equations for longitudinal data
• Goodness-of-fit test for specification of semiparametric copula dependence models
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Bayesian copulae distributions, with application to operational risk management -- some comments
• Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement
• Construction of multivariate dispersion models
• Efficient two-step estimation via targeting
• Multivariate Tweedie distributions and some related capital-at-risk analyses
• Estimation of copula models with discrete margins via Bayesian data augmentation
• The pseudo-GEE approach to the analysis of longitudinal surveys
• Gibbs posterior inference on multivariate quantiles
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
• A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
• Bayesian Inference on Multivariate Medians and Quantiles
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• Bayesian Variable Selection for Gaussian Copula Regression Models
• A joint mean-correlation modeling approach for longitudinal zero-inflated count data
• Multivariate distributions with correlation matrices for nonlinear repeated measurements
• Copula-based regression models: a survey
• Efficient semiparametric copula estimation of regression models with endogeneity
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• A linear model-based test for the heterogeneity of conditional correlations
• A nearest-neighbor based nonparametric test for viral remodeling in heterogeneous single-cell proteomic data
• A copula-based Markov chain model for the analysis of binary longitudinal data
• Copula Gaussian graphical models and their application to modeling functional disability data
• Regression in a copula model for bivariate count data
• SCOMDY models based on pair-copula constructions with application to exchange rates
• Semiparametric bivariate modelling with flexible extremal dependence
• A trivariate Gaussian copula stochastic frontier model with sample selection
• A family of block-wise one-factor distributions for modeling high-dimensional binary data
• Non-parametric Estimation of Tail Dependence
• Statistical reconstruction and Karhunen-Loève expansion for multiphase random media
• High-Dimensional Copula Variational Approximation Through Transformation
• Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering
• Gaussian copula marginal regression
• Multivariate modelling of spatial extremes based on copulas
• Maximum likelihood estimation of Gaussian copula models for geostatistical count data
• A conditional count model for repeated count data and its application to GEE approach
• Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies
• Title not available (Why is that?)
• Statistical model and inference for pharmacokinetic data
• Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
• RafterNet: Probabilistic Predictions in Multi-Response Regression
• Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies
• Toward improved inference for Krippendorff's alpha agreement coefficient
• Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach
• Joint Inference for Competing Risks Data Using Multiple Endpoints
• An Information Ratio-Based Goodness-of-Fit Test for Copula Models on Censored Data
• False Discovery Rates to Detect Signals from Incomplete Spatially Aggregated Data
• Bayesian Inference for Regression Copulas
• Intercorrelated random fields with bounds and the Bayesian identification of their parameters: Application to linear elastic struts and fibers
• Simultaneous hypothesis testing for multiple competing risks in comparative clinical trials
• A Randomized Pairwise Likelihood Method for Complex Statistical Inferences
• Copula modeling from Abe Sklar to the present day
• Mixture copulas with discrete margins and their application to imbalanced data
• Bayesian semiparametric copula estimation with application to psychiatric genetics
• Implicit copulas from Bayesian regularized regression smoothers
• ROS regression: integrating regularization with optimal scaling regression
• Marginally calibrated response distributions for end-to-end learning in autonomous driving
• Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence
• Graph-Assisted Inverse Regression for Count Data and Its Application to Sequencing Data
• Sparse conditional copula models for structured output regression
• A review of multivariate distributions for count data derived from the Poisson distribution
• Joint regression modeling for missing categorical covariates in generalized linear models
• On bivariate transformation of scale distributions

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