A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data
From MaRDI portal
Publication:6079760
DOI10.1111/BIOM.13652zbMath1522.62148OpenAlexW4214891115MaRDI QIDQ6079760
M.D. Erfanul Hoque, Elif F. Acar, Mahmoud Torabi
Publication date: 30 October 2023
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/biom.13652
Cites Work
- Unnamed Item
- Unnamed Item
- Pair-copula constructions of multiple dependence
- Selecting and estimating regular vine copulae and application to financial returns
- D-vine copula based quantile regression
- Multilevel modeling of insurance claims using copulas
- Heavy-tailed longitudinal data modeling using copulas
- Vines -- a new graphical model for dependent random variables.
- Parameter estimation for pair-copula constructions
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Copula credibility for aggregate loss models
- Models for discrete longitudinal data.
- A D‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure
- Analysis of Serially Correlated Data Using Quasi-Least Squares
- Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
- Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
- A new look at the statistical model identification
- Vine Copulas for Imputation of Monotone Non‐response
This page was built for publication: A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data