SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
11 references·0 citing·40 second hopsampled
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas (2013)Predicting dependent binary outcomes thro…Finite normal mixture copulas for multivariate discrete data modeling (2009)Finite normal mixture copulas…Multivariate logit copula model with an application to dental data (2008)Multivariate logit copula mod…Extreme value properties of multivariate t copulas (2008)Extreme value properties of m…A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count…A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count…On rank correlation measures for non-continuous random variables (2006)On rank correlation measures …On the properties of some nonparametric concordance measures in the discrete case (2005)On the properties of some non…Local efficiency of a Cramér–von Mises test of independence (2005)Local efficiency of a Cramér–…Dependence Properties of Meta-Elliptical Distributions (2005)Dependence Properties of Meta…Constraints on concordance measures in bivariate discrete data (2004)Constraints on concordance me…Multivariate extremes, aggregation and dependence in elliptical distributions (2002)Multivariate extremes, aggreg…THE TREATMENT OF TIES IN RANKING PROBLEMS (1945)An Introduction to Copulas (1999)An Introduction to Copulas (Springer Series in Statistics) (2006)Multivariate autoregressive modeling of time series count data using copulas (2007)Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (2012)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Extremal t processes: Elliptical domain of attraction and a spectral representation (2013)Efficient inference and simulation for elliptical Pareto processes (2015)High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes (2015)A New Asymmetric Measure of Association for Ordinal Variables (1962)Copula in a multivariate mixed discrete–continuous model (2016)Modelling count data via copulas (2020)Copula Methods in Finance (2004)Local Power Analyses of Goodness‐of‐fit Tests for Copulas (2009)Nonparametric rank-based tests of bivariate extreme-value dependence (2010)Testing independence based on Bernstein empirical copula and copula density (2017)The Dual Theory of Choice under Risk (1987)Copulas: A Personal View (2009)Copula Theory: An Introduction (2010)Pair Copula Constructions for Multivariate Discrete Data (2012)Measures of Association for Cross Classifications (1954)Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)Regression in a copula model for bivariate count data (2010)Multivariate negative binomial models for insurance claim counts (2013)Model selection for discrete regular vine copulas (2016)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Beyond Correlation: Extreme Co-Movements between Financial Assets (2002)Tail Variance Premium with Applications for Elliptical Portfolio of Risks (2006)Searching for innovation: Product, process, and business model innovations and search behavior in established firms (2018)Ordinal Measures of Association (1958)Correlation and Dependence (2001)Extreme behaviour for bivariate elliptical distributions (2005)Copula-Based Models for Multivariate Discrete Response Data (2013)Modeling Multivariate Count Data Using Copulas (2009)Copula-Based Measures of Multivariate Association (2010)The Advent of Copulas in Finance (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007A Primer on Copulas for Count Data339 cited
  • 2007A Primer on Copulas for Count Data305 cited
  • 2002Multivariate extremes, aggregation and dependence in elliptical distributions251 cited
  • 2004Constraints on concordance measures in bivariate discrete data179 cited
  • 2006On rank correlation measures for non-continuous random variables145 cited
  • 2008Extreme value properties of multivariate t copulas125 cited
  • 2005Dependence Properties of Meta-Elliptical Distributions78 cited
  • 2008Multivariate logit copula model with an application to dental data67 cited
  • 2005On the properties of some nonparametric concordance measures in the discrete case48 cited
  • 2005Local efficiency of a Cramér–von Mises test of independence45 cited
  • 2009Finite normal mixture copulas for multivariate discrete data modeling44 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work