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Joint Regression Analysis of Correlated Data Using Gaussian Copulas

Citations

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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. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Fateme Rezaee & Ehsan Bahrami Samani, 2026. "Gaussian Copula Joint Models for Mixed Longitudinal (k, l)-Inflated Conway–Maxwell Poisson and Continuous Responses," Annals of Data Science, Springer, vol. 13(1), pages 41-62, February.
  7. 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.
  8. 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.
  9. Jianmin Shi, 2020. "Optimal control of multiple Markov switching stochastic system with application to portfolio decision," Papers 2010.16102, arXiv.org.
  10. Fokianos, Konstantinos, 2024. "Multivariate Count Time Series Modelling," Econometrics and Statistics, Elsevier, vol. 31(C), pages 100-116.
  11. 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.
  12. Michael Stanley Smith, 2021. "Implicit Copulas: An Overview," Papers 2109.04718, arXiv.org.
  13. 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.
  14. 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.
  15. 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.
  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. 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).
  19. Seoyoon Cho & Matthew A. Psioda & Joseph G. Ibrahim, 2025. "Bayesian bivariate cure rate models using Gaussian copulas," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(3), pages 658-673, July.
  20. 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.
  21. Kaveh Salehzadeh Nobari, 2021. "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers 2111.04919, arXiv.org.
  22. Subhajit Chattopadhyay, 2025. "Finite mixture copulas for modeling dependence in longitudinal count data," METRON, Springer;Sapienza Università di Roma, vol. 83(2), pages 183-212, August.
  23. Smith, Michael Stanley, 2023. "Implicit Copulas: An Overview," Econometrics and Statistics, Elsevier, vol. 28(C), pages 81-104.
  24. 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.
  25. 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).
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Spanhel, Fabian & Kurz, Malte S., 2016. "The partial copula: Properties and associated dependence measures," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 76-83.
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