Finite normal mixture copulas for multivariate discrete data modeling
DOI10.1016/J.JSPI.2009.05.034zbMATH Open1169.62044OpenAlexW2098550699MaRDI QIDQ840749FDOQ840749
Authors: Aristidis K. Nikoloulopoulos, Dimitris Karlis 
Publication date: 14 September 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.034
Recommendations
copulacount dataKendall's tauepidemiologynegative binomial distributiondiscrete distributionfinite normal mixture
Multivariate distribution of statistics (62H10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (24)
- Pair copula constructions for multivariate discrete data
- On a family of trimodal distributions
- On the bivariate Skellam distribution
- Multivariate Poisson interpoint distances
- Modeling multivariate count data using copulas
- A copula transformation in multivariate mixed discrete-continuous models
- A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
- Inference for copula modeling of discrete data: a cautionary tale and some facts
- Copula in a multivariate mixed discrete-continuous model
- Mixture decomposition of distributions by copulas in the symbolic data analysis framework
- Gaussian copula distributions for mixed data, with application in discrimination
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
- Flexible bivariate INAR(1) processes using copulas
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
- Copula-Based Models for Multivariate Discrete Response Data
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
- A bivariate INAR(1) process with application
- Efficient and feasible inference for high-dimensional normal copula regression models
- The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking
- The bivariate K-finite normal mixture ‘blanket’ copula
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- Bayesian multivariate Poisson models for insurance ratemaking
- A family of block-wise one-factor distributions for modeling high-dimensional binary data
- Copula modeling for discrete random vectors
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