Maximum likelihood estimation of Gaussian copula models for geostatistical count data

DOI10.1080/03610918.2018.1508705MaRDI QIDQ5088088zbMATH OpenOpenAlexWikidataFDO

Authors Zifei Han, Victor De Oliveira

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://europepmc.org/articles/pmc7531414

zbMATH Keywords

data cloningGaussian random fieldMarkov chain Monte Carlomultivariate normal integralsimulated likelihood

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random fields (60G60) Inference from spatial processes (62M30)

Cites work

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• scientific article; zbMATH DE number 3282322 (Why is no real title available?)
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• Multivariate Dispersion Models Generated From Gaussian Copula
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• On the Correlation Structure of Gaussian Copula Models for Geostatistical Count Data
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• RcppArmadillo: accelerating R with high-performance C++ linear algebra
• Regression analysis of count data
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Cited in

(6)

• On the Correlation Structure of Gaussian Copula Models for Geostatistical Count Data
• Latent Gaussian Count Time Series
• Seasonal count time series
• Bayesian geostatistical modeling for discrete-valued processes
• Approximating Gaussian Copula models for count time series: connecting the distributional transform and a continuous extension
• Likelihood inference in Gaussian copula models for count time series via minimax exponential tilting

Describes a project that uses

Uses Software

• RcppArmadillo
• gcKrig
• gcmr
• R
• QSIMVN

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