Estimation of copula models with discrete margins via Bayesian data augmentation
From MaRDI portal
(Redirected from Publication:4916461)
Recommendations
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Model selection for discrete regular vine copulas
- scientific article; zbMATH DE number 5951011
Cites work
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A Primer on Copulas for Count Data
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An introduction to copulas.
- Analysis of multivariate probit models
- Constraints on concordance measures in bivariate discrete data
- Efficient Bayesian inference for Gaussian copula regression models
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Joint regression analysis for discrete longitudinal data
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Modeling covariance matrices via partial autocorrelations
- Modeling longitudinal data using a pair-copula decomposition of serial dependence
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Multivariate Dispersion Models Generated From Gaussian Copula
- On rank correlation measures for non-continuous random variables
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Pair-copula constructions of multiple dependence
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Vines -- a new graphical model for dependent random variables.
Cited in
(47)- Inference for copula modeling of discrete data: a cautionary tale and some facts
- 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
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Model-based clustering of Gaussian copulas for mixed data
- Pair copula constructions for multivariate discrete data
- Bayesian nonparametric inference for a multivariate copula function
- 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
- Nonparametric estimation of multivariate multiparameter conditional copulas
- 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
- Sums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distribution
- 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
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Nonparametric universal copula modeling
- A Bayesian approach to study design and analysis with type I error rate control for response variables of mixed types
- Mixed Marginal Copula Modeling
- Bayesian geostatistical modeling for discrete-valued processes
- Truly Multivariate Structured Additive Distributional Regression
- Meta-analysis of diagnostic tests accounting for disease prevalence: a new model using trivariate copulas
- Cutting Feedback in Misspecified Copula Models
- A multivariate Poisson model based on a triangular comonotonic shock construction
- Density ratio model for multivariate outcomes
- Novel tau-informed initialization for maximum likelihood estimation of copulas with discrete margins
This page was built for publication: Estimation of copula models with discrete margins via Bayesian data augmentation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4916461)
