Comparison of performance measures for multivariate discrete models

DOI10.1007/s10182-008-0078-xzbMath1405.62093OpenAlexW2015446439MaRDI QIDQ734443

Nina Meinel

Publication date: 13 October 2009

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-008-0078-x

zbMATH Keywords

simulationdiscrete copula modelgoodness of fit measuresmultivariate probit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome ⋮ Analyzing bivariate ordinal data with CUB margins

Cites Work

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• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• PARTIAL AND MULTIPLE RANK CORRELATION
• Measures of Association for Cross Classifications

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