Joint Regression Analysis of Correlated Data Using Gaussian Copulas

Citations

Cited by:

1. Partha Deb & Pravin K. Trivedi & David M. Zimmer, 2014. "Cost‐Offsets Of Prescription Drug Expenditures: Data Analysis Via A Copula‐Based Bivariate Dynamic Hurdle Model," Health Economics, John Wiley & Sons, Ltd., vol. 23(10), pages 1242-1259, October.
2. Michael Stanley Smith, 2021. "Implicit Copulas: An Overview," Papers 2109.04718, arXiv.org.
3. Elizabeth D. Schifano & Himchan Jeong & Ved Deshpande & Dipak K. Dey, 2021. "Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 133-152, March.
4. Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
   • Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song, 2013. "Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models," SFB 649 Discussion Papers SFB649DP2013-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
5. Weiping Zhang & MengMeng Zhang & Yu Chen, 2020. "A Copula-Based GLMM Model for Multivariate Longitudinal Data with Mixed-Types of Responses," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(2), pages 353-379, November.
6. Craiu, V. Radu & Sabeti, Avideh, 2012. "In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 106-120.
7. Amjad, Muhammad & Akbar, Muhammad & Ullah, Hamd, 2022. "A copula-based approach for creating an index of micronutrient intakes at household level in Pakistan," Economics & Human Biology, Elsevier, vol. 46(C).
8. Stöber, Jakob & Hong, Hyokyoung Grace & Czado, Claudia & Ghosh, Pulak, 2015. "Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 28-39.
9. Shi, Peng & Feng, Xiaoping & Ivantsova, Anastasia, 2015. "Dependent frequency–severity modeling of insurance claims," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 417-428.
10. S. G. J. Senarathne & C. C. Drovandi & J. M. McGree, 2020. "Bayesian sequential design for Copula models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 454-478, June.
11. S. Ghasemzadeh & M. Ganjali & T. Baghfalaki, 2022. "Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1181-1202, December.
12. Taban Baghfalaki & Mojtaba Ganjali, 2020. "A transition model for analyzing multivariate longitudinal data using Gaussian copula approach," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 169-223, June.
13. Övgücan Karadağ Erdemir, 2023. "A Comparative Perspective on Multivariate Modeling of Insurance Compensation Payments with Regression-Based and Copula-Based Models," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(39), pages 161-171, December.
14. L. L. Henn, 2022. "Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data," Computational Statistics, Springer, vol. 37(2), pages 909-946, April.
15. Kaveh Salehzadeh Nobari, 2021. "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers 2111.04919, arXiv.org.
16. Xiaotian Zheng & Athanasios Kottas & Bruno Sansó, 2023. "Bayesian geostatistical modeling for discrete‐valued processes," Environmetrics, John Wiley & Sons, Ltd., vol. 34(7), November.
17. Lu Yang & Claudia Czado, 2022. "Two‐part D‐vine copula models for longitudinal insurance claim data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1534-1561, December.
18. Alecos Papadopoulos, 2024. "The Nash Bargaining Two-tier Stochastic Frontier Model," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 439-476, Emerald Group Publishing Limited.
19. Wenmei Guo & Veeshan Rayamajhee & Alok K. Bohara, 2023. "Impacts of climate change on food utilization in Nepal," Review of Development Economics, Wiley Blackwell, vol. 27(1), pages 630-659, February.
20. Göran Kauermann & Renate Meyer, 2014. "Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas," Computational Statistics, Springer, vol. 29(1), pages 283-306, February.
21. Jianmin Shi, 2020. "Optimal control of multiple Markov switching stochastic system with application to portfolio decision," Papers 2010.16102, arXiv.org.
22. Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy, 2022. "Statistical analysis of multivariate discrete-valued time series," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
23. Smith, Michael Stanley, 2023. "Implicit Copulas: An Overview," Econometrics and Statistics, Elsevier, vol. 28(C), pages 81-104.
24. Jianmin Shi, 2023. "Dynamic asset allocation with multiple regime‐switching markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1741-1755, April.
25. Zilko, Aurelius A. & Kurowicka, Dorota, 2016. "Copula in a multivariate mixed discrete–continuous model," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 28-55.
26. Spanhel, Fabian & Kurz, Malte S., 2016. "The partial copula: Properties and associated dependence measures," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 76-83.
27. Gao, Guangyuan & Li, Jiahong, 2023. "Dependence modeling of frequency-severity of insurance claims using waiting time," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 29-51.