Mixture copulas with discrete margins and their application to imbalanced data
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Cites work
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- Copula modeling for discrete random vectors
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- Identifiability of Finite Mixtures
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- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions
- On the Identifiability of Finite Mixtures
- Pair copula constructions for multivariate discrete data
- Quantitative risk management. Concepts, techniques and tools
- Selection of mixed copula model via penalized likelihood
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- The bivariate normal copula
- The correlated pseudomarginal method
- The multivariate skew-normal distribution
- The Skew-normal Distribution and Related Multivariate Families*
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
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