Pages that link to "Item:Q5505913"

The following pages link to A Primer on Copulas for Count Data (Q5505913):

Displaying 50 items.

• Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
• Modelling Point Referenced Spatial Count Data: A Poisson Process Approach (Q69412) (← links)
• A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
• Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
• A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
• Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
• Characterizations of the class of bivariate Gompertz distributions (Q276986) (← links)
• Clustering bivariate mixed-type data via the cluster-weighted model (Q311304) (← links)
• Convergence results for patchwork copulas (Q320028) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Model-based clustering using copulas with applications (Q340862) (← links)
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
• Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
• On the empirical multilinear copula process for count data (Q396007) (← links)
• Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
• Characterization of all copulas associated with non-continuous random variables (Q419034) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (Q443781) (← links)
• Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (Q470357) (← links)
• Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
• The empirical beta copula (Q511991) (← links)
• Sums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distribution (Q516473) (← links)
• Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
• Copula Gaussian graphical models and their application to modeling functional disability data (Q641151) (← links)
• Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
• Upper comonotonicity (Q659089) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Sample selection models for count data in R (Q722737) (← links)
• Density ratio model for multivariate outcomes (Q730445) (← links)
• Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
• Sequential Monte Carlo on large binary sampling spaces (Q746260) (← links)
• Copula modeling for discrete random vectors (Q830311) (← links)
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
• Copula-based regression models: a survey (Q840744) (← links)
• Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
• A measure of mutual complete dependence in discrete variables through subcopula (Q897746) (← links)
• Asymptotic properties of sample quantiles of discrete distributions (Q907096) (← links)
• An order-statistics-based method for constructing multivariate distributions with fixed margin\-als (Q957315) (← links)
• Meta densities and the shape of their sample clouds (Q972901) (← links)
• On the covariance of the asymptotic empirical copula process (Q979237) (← links)
• On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
• Inference for copula modeling of discrete data: a cautionary tale and some facts (Q1616353) (← links)
• Copula-based measurement of interdependence for discrete distributions (Q1633656) (← links)
• A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209) (← links)
• Some copula inference procedures adapted to the presence of ties (Q1654249) (← links)
• A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
• Model selection for discrete regular vine copulas (Q1658513) (← links)