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Gaussian copula marginal regression
16 references·9 citing·33 second hop
Gaussian copula marginal regression (2012)Gaussian copula marginal regressionExtending the rank likelihood for semiparametric copula estimation (2007)Extending the rank likelihood…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…Efficient Bayesian inference for Gaussian copula regression models (2006)Efficient Bayesian inference …Disease mapping and spatial regression with count data (2006)Disease mapping and spatial r…Applied Spatial Statistics for Public Health Data (2004)Applied Spatial Statistics fo…Discrete Choice Methods with Simulation (2003)Discrete Choice Methods with …Discrete Choice Methods with Simulation (2001)Discrete Choice Methods with …Model-Based Geostatistics (1998)Model-Based GeostatisticsEfficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable (1997)Efficient Estimation in the B…A Computationally Practical Simulation Estimator for Panel Data (1994)A Computationally Practical S…Statistics for Spatial Data. (1993)Statistics for Spatial Data.STATISTICS FOR SPATIAL DATA (1992)STATISTICS FOR SPATIAL DATAHeteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…CHAPMAN AND HALL (1985)CHAPMAN AND HALLSpecification Tests in Econometrics (1978)Specification Tests in Econom…Implicit Copulas: An Overview (2021)Implicit Copulas: An OverviewOn the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models (2020)On the Relationship of Crypto…What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models (2019)What Coins Lead in the Crypto…A Copula Nonlinear Granger Causality (2019)A Copula Nonlinear Granger Ca…Pair Copula Constructions for Insurance Experience Rating (2017)Pair Copula Constructions for…Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals (2016)Directional dependence via Ga…Statistical reconstruction and Karhunen–Loève expansion for multiphase random media (2015)Statistical reconstruction an…Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses (2015)Comorbidity of chronic diseas…A Semiparametric Gaussian Copula Regression Model for Predicting Financial Risks from Earnings Calls (2014)A Semiparametric Gaussian Cop…Patents as Options: Some Estimates of the Value of Holding European Patent Stocks (1984)A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration (1989)Simulation and the Asymptotics of Optimization Estimators (1989)An exact likelihood analysis of the multinomial probit model (1994)Panel Data Models: Some Recent Developments (2001)Dynamic discrete choice structural models: A survey (2009)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Design and Analysis of Computer Experiments (1989)Combining Incompatible Spatial Data (2002)Fixed Rank Kriging for Very Large Spatial Data Sets (2008)Gaussian Predictive Process Models for Large Spatial Data Sets (2008)Conditional logit analysis of qualitative choice behavior (1972)Automobile Prices in Market Equilibrium (1995)A latent class model for discrete choice analysis: contrasts with mixed logit (2003)The Mixed Logit model: The state of practice (2003)Conducting Discrete Choice Experiments to Inform Healthcare Decision Making (2008)Local Indicators of Spatial Association—LISA (1995)Methods to account for spatial autocorrelation in the analysis of species distributional data: a review (2007)Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure (2016)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Sex differences in human mate preferences: Evolutionary hypotheses tested in 37 cultures (1989)Origins of the modern mind: three stages in the evolution of culture and cognition (1992)Thirty years of spatial econometrics (2010)Validation of Walk Score® for Estimating Neighborhood Walkability: An Analysis of Four US Metropolitan Areas (2011)The impact of neighborhood social and built environment factors across the cancer continuum: Current research, methodological considerations, and future directions (2015)
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References

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  • 2001Discrete Choice Methods with Simulation7,780 cited
  • 1993Statistics for Spatial Data.5,101 cited
  • 1985CHAPMAN AND HALL4,352 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2003Discrete Choice Methods with Simulation3,891 cited
  • 1998Model-Based Geostatistics2,224 cited
  • 2004Applied Spatial Statistics for Public Health Data1,616 cited
  • 1994A Computationally Practical Simulation Estimator for Panel Data609 cited
  • 2006Disease mapping and spatial regression with count data368 cited
  • 2007A Primer on Copulas for Count Data339 cited
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  • 2007Extending the rank likelihood for semiparametric copula estimation300 cited
  • 2006Efficient Bayesian inference for Gaussian copula regression models256 cited
  • 1997Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable180 cited

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Cited by

  • 2017Pair Copula Constructions for Insurance Experience Rating71 cited
  • 2014A Semiparametric Gaussian Copula Regression Model for Predicting Financial Risks from Earnings Calls64 cited
  • 2020On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models47 cited
  • 2015Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses39 cited
  • 2015Statistical reconstruction and Karhunen–Loève expansion for multiphase random media28 cited
  • 2016Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals28 cited
  • 2019A Copula Nonlinear Granger Causality28 cited
  • 2021Implicit Copulas: An Overview27 cited
  • 2019What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models25 cited