Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
From MaRDI portal
Publication:4916461
DOI10.1080/01621459.2011.644501zbMath1261.62051MaRDI QIDQ4916461
Michael Stanley Smith, Mohamad A. Khaled
Publication date: 22 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2011.644501
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Model-based clustering of Gaussian copulas for mixed data, Pair Copula Constructions for Multivariate Discrete Data, A nonparametric Bayesian approach to copula estimation, Bayesian Computation in Dynamic Latent Factor Models, High-Dimensional Copula Variational Approximation Through Transformation, Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models, Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables, Robust Clustering With Subpopulation-Specific Deviations, Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model, Bayesian semiparametric copula estimation with application to psychiatric genetics, Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions, Count Time Series: A Methodological Review, A multivariate Poisson model based on comonotonic shocks, Latent Gaussian Count Time Series, Nearest-neighbor mixture models for non-Gaussian spatial processes, Mixture copulas with discrete margins and their application to imbalanced data, In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes, Bayesian nonparametric inference for a multivariate copula function, Nonparametric estimation of multivariate multiparameter conditional copulas, Sums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distribution, Density ratio model for multivariate outcomes, Copula in a multivariate mixed discrete-continuous model, Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses, Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies, The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach, Multivariate distributions of correlated binary variables generated by pair-copulas, A copula transformation in multivariate mixed discrete-continuous models, A flexible Bayesian framework to estimate age- and cause-specific child mortality over time from sample registration data, Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data, A joint mean-correlation modeling approach for longitudinal zero-inflated count data, Copula regression models for discrete and mixed bivariate responses, Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins, Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo, Copula-Based Models for Multivariate Discrete Response Data, Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Pair-copula constructions of multiple dependence
- Efficient Bayesian inference for Gaussian copula regression models
- Constraints on concordance measures in bivariate discrete data
- An introduction to copulas.
- On rank correlation measures for non-continuous random variables
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Modeling covariance matrices via partial autocorrelations
- Vines -- a new graphical model for dependent random variables.
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Joint Regression Analysis for Discrete Longitudinal Data
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- Analysis of multivariate probit models
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Multivariate Dispersion Models Generated From Gaussian Copula
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
- A Primer on Copulas for Count Data