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Modeling Multivariate Distributions Using Copulas: Applications in Marketing

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Cited by:

  1. Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8, Bank for International Settlements.
  2. Göran Kauermann & Christian Schellhase & David Ruppert, 2013. "Flexible Copula Density Estimation with Penalized Hierarchical B-splines," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 685-705, December.
  3. Schröder, Nadine & Falke, Andreas & Hruschka, Harald & Reutterer, Thomas, 2019. "Analyzing the Browsing Basket: A Latent Interests-Based Segmentation Tool," Journal of Interactive Marketing, Elsevier, vol. 47(C), pages 181-197.
  4. Edward I. George & Shane T. Jensen, 2011. "Commentary--A Latent Variable Perspective of Copula Modeling," Marketing Science, INFORMS, vol. 30(1), pages 22-24, 01-02.
  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. Phoebe Koundouri & Nikolaos Englezos & Xanthi Kartala & Mike Tsionas, 2019. "A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty," DEOS Working Papers 1907, Athens University of Economics and Business.
  7. David A. Schweidel & Young-Hoon Park & Zainab Jamal, 2014. "A Multiactivity Latent Attrition Model for Customer Base Analysis," Marketing Science, INFORMS, vol. 33(2), pages 273-286, March.
  8. Peter J. Danaher & Michael S. Smith, 2011. "Rejoinder--Estimation Issues for Copulas Applied to Marketing Data," Marketing Science, INFORMS, vol. 30(1), pages 25-28, 01-02.
  9. Karthik Sridhar & Ashish Kumar & Ram Bezawada, 2022. "Investigating cross-media effects in a multichannel marketing environment: the role of email, catalog, television, and radio," Marketing Letters, Springer, vol. 33(2), pages 189-201, June.
  10. David A. Schweidel & George Knox, 2013. "Incorporating Direct Marketing Activity into Latent Attrition Models," Marketing Science, INFORMS, vol. 32(3), pages 471-487, May.
  11. David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2024. "Bayesian Inference for Multidimensional Welfare Comparisons," Papers 2406.13395, arXiv.org.
  12. Sungho Park & Sachin Gupta, 2012. "Handling Endogenous Regressors by Joint Estimation Using Copulas," Marketing Science, INFORMS, vol. 31(4), pages 567-586, July.
  13. Friberg, Richard & Huse, Cristian, 2012. "How to use demand systems to evaluate risky projects, with an application to automobile production," CEPR Discussion Papers 9266, C.E.P.R. Discussion Papers.
  14. Ceballos, Francisco, 2016. "Estimating spatial basis risk in rainfall index insurance: Methodology and application to excess rainfall insurance in Uruguay," IFPRI discussion papers 1595, International Food Policy Research Institute (IFPRI).
  15. Jalan, Akanksha & Matkovskyy, Roman & Yarovaya, Larisa, 2021. "“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 78(C).
  16. Anas Abdallah & Lan Wang, 2023. "Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves," Risks, MDPI, vol. 11(11), pages 1-37, October.
  17. Liying Yang & Yi Qian & Hui Xie, 2024. "Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation," NBER Working Papers 33265, National Bureau of Economic Research, Inc.
  18. Smith, Michael S. & Kauermann, Göran, 2011. "Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1846-1862.
  19. Choudhary, Vidyanand & Currim, Imran & Dewan, Sanjeev & Jeliazkov, Ivan & Mintz, Ofer & Turner, John, 2017. "Evaluation Set Size and Purchase: Evidence from a Product Search Engine," Journal of Interactive Marketing, Elsevier, vol. 37(C), pages 16-31.
  20. Ponte, Gilian R. & Wieringa, Jaap E. & Boot, Tom & Verhoef, Peter C., 2024. "Where’s Waldo? A framework for quantifying the privacy-utility trade-off in marketing applications," International Journal of Research in Marketing, Elsevier, vol. 41(3), pages 529-546.
  21. Tran, Kien C. & Tsionas, Efthymios G., 2015. "Endogeneity in stochastic frontier models: Copula approach without external instruments," Economics Letters, Elsevier, vol. 133(C), pages 85-88.
  22. Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas, 2015. "Conditional tail expectation of randomly weighted sums with heavy-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 20-28.
  23. Marta Disegna & Fabrizio Durante & Enrico Foscolo, 2013. "A multivariate nonlinear analysis of tourism expenditures," BEMPS - Bozen Economics & Management Paper Series BEMPS10, Faculty of Economics and Management at the Free University of Bozen.
  24. 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.
  25. Valter Afonso Vieira & Marcos Inácio Severo Almeida & Raj Agnihotri & Nôga Simões De Arruda Corrêa Silva & S. Arunachalam, 2019. "In pursuit of an effective B2B digital marketing strategy in an emerging market," Journal of the Academy of Marketing Science, Springer, vol. 47(6), pages 1085-1108, November.
  26. Smith, Michael Stanley, 2023. "Implicit Copulas: An Overview," Econometrics and Statistics, Elsevier, vol. 28(C), pages 81-104.
  27. Emilio Gómez-Déniz & Jorge Pérez-Rodríguez, 2015. "Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors," Journal of Productivity Analysis, Springer, vol. 43(2), pages 215-223, April.
  28. Michael Trusov & Liye Ma & Zainab Jamal, 2016. "Crumbs of the Cookie: User Profiling in Customer-Base Analysis and Behavioral Targeting," Marketing Science, INFORMS, vol. 35(3), pages 405-426, May.
  29. Rebecca Graziani & Sergio Venturini, 2020. "A Bayesian approach to discrete multiple outcome network meta-analysis," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-17, April.
  30. Sanghak Lee & Greg M. Allenby, 2014. "Modeling Indivisible Demand," Marketing Science, INFORMS, vol. 33(3), pages 364-381, May.
  31. Abdallah, Anas & Boucher, Jean-Philippe & Cossette, Hélène, 2016. "Sarmanov family of multivariate distributions for bivariate dynamic claim counts model," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 120-133.
  32. Mike G. Tsionas, 2017. "“When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 948-965, July.
  33. Vinit Kumar Mishra & Karthik Natarajan & Dhanesh Padmanabhan & Chung-Piaw Teo & Xiaobo Li, 2014. "On Theoretical and Empirical Aspects of Marginal Distribution Choice Models," Management Science, INFORMS, vol. 60(6), pages 1511-1531, June.
  34. Lizhen Xu & Jason A. Duan & Andrew Whinston, 2014. "Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion," Management Science, INFORMS, vol. 60(6), pages 1392-1412, June.
  35. Minha Hwang & Sungho Park, 2016. "The Impact of Walmart Supercenter Conversion on Consumer Shopping Behavior," Management Science, INFORMS, vol. 62(3), pages 817-828, March.
  36. Vernic, Raluca, 2018. "On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 184-193.
  37. N. Englezos & X. Kartala & P. Koundouri & M. Tsionas & A. Alamanos, 2023. "A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 975-1030, April.
  38. Wieringa, Jaap & Kannan, P.K. & Ma, Xiao & Reutterer, Thomas & Risselada, Hans & Skiera, Bernd, 2021. "Data analytics in a privacy-concerned world," Journal of Business Research, Elsevier, vol. 122(C), pages 915-925.
  39. Oliver J. Rutz & George F. Watson, 2019. "Endogeneity and marketing strategy research: an overview," Journal of the Academy of Marketing Science, Springer, vol. 47(3), pages 479-498, May.
  40. Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S., 2014. "Comparison, utility, and partition of dependence under absolutely continuous and singular distributions," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 32-50.
  41. Michael Stanley Smith, 2021. "Implicit Copulas: An Overview," Papers 2109.04718, arXiv.org.
  42. Yang Yu & Edward C. Jaenicke, 2020. "Estimating Food Waste as Household Production Inefficiency," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 525-547, March.
  43. Poornima Unnikrishnan & Kumaraswamy Ponnambalam & Nirupama Agrawal & Fakhri Karray, 2023. "Joint Flood Risks in the Grand River Watershed," Sustainability, MDPI, vol. 15(12), pages 1-14, June.
  44. 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).
  45. 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.
  46. Mi Hyun Lee & Sang Pil Han & Sungho Park & Wonseok Oh, 2023. "Positive Demand Spillover of Popular App Adoption: Implications for Platform Owners’ Management of Complements," Information Systems Research, INFORMS, vol. 34(3), pages 961-995, September.
  47. Banciu, M. & Ødegaard, F., 2016. "Optimal product bundling with dependent valuations: The price of independence," European Journal of Operational Research, Elsevier, vol. 255(2), pages 481-495.
  48. repec:hum:wpaper:sfb649dp2013-041 is not listed on IDEAS
  49. Glady, Nicolas & Lemmens, Aurélie & Croux, Christophe, 2015. "Unveiling the relationship between the transaction timing, spending and dropout behavior of customers," International Journal of Research in Marketing, Elsevier, vol. 32(1), pages 78-93.
  50. repec:tiu:tiutis:52e91e47-4a2d-4e7b-bb23-3926b842ae30 is not listed on IDEAS
  51. Rouven E. Haschka & Helmut Herwartz, 2022. "Endogeneity in pharmaceutical knowledge generation: An instrument‐free copula approach for Poisson frontier models," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 31(4), pages 942-960, November.
  52. Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  53. Oliver J. Rutz & Michael Trusov, 2011. "Zooming In on Paid Search Ads--A Consumer-Level Model Calibrated on Aggregated Data," Marketing Science, INFORMS, vol. 30(5), pages 789-800, September.
  54. Raluca Vernic, 2016. "On the Distribution of a Sum of Sarmanov Distributed Random Variables," Journal of Theoretical Probability, Springer, vol. 29(1), pages 118-142, March.
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