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A Note on Identification of Bivariate Copulas for Discrete Count Data
9 references·2 citing·34 second hop
A Note on Identification of Bivariate Copulas for Discrete Count Data (2017)A Note on Identification of Bivariate Cop…Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (2012)Estimation of Copula Models W…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count…Comparison of semiparametric and parametric methods for estimating copulas (2006)Comparison of semiparametric …Using Trivariate Copulas to Model Sample Selection and Treatment Effects (2005)Using Trivariate Copulas to M…Constraints on concordance measures in bivariate discrete data (2004)Constraints on concordance me…Asymptotic efficiency of the two-stage estimation method for copula-based models (2004)Asymptotic efficiency of the …Copulas, marginals, and joint distributions (1996)Copulas, marginals, and joint…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes (2022)Copula-based CUSUM charts for…Modelling count data via copulas (2020)Modelling count data via copu…Maximum Likelihood Estimation of the Polychoric Correlation Coefficient (1979)A General Structural Equation Model with Dichotomous, Ordered Categorical, and Continuous Latent Variable Indicators (1984)A review of copula models for economic time series (2012)Understanding Relationships Using Copulas (1998)An Introduction to Copulas (1999)Discrete Choice Methods with Simulation (2001)A copula-based closed-form binary logit choice model for accommodating spatial correlation across observational units (2009)Multivariate negative binomial models for insurance claim counts (2013)Modeling Customer Opt-In and Opt-Out in a Permission-Based Marketing Context (2014)THE TREATMENT OF TIES IN RANKING PROBLEMS (1945)An Introduction to Copulas (Springer Series in Statistics) (2006)On rank correlation measures for non-continuous random variables (2006)Multivariate autoregressive modeling of time series count data using copulas (2007)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A Primer on Copulas for Count Data (2007)Copulas: A Personal View (2009)Truncated regular vines in high dimensions with application to financial data (2012)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes (2012)Copula-Based Models for Multivariate Discrete Response Data (2013)Dynamic discrete copula models for high‐frequency stock price changes (2018)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula Methods in Finance (2004)Selecting and estimating regular vine copulae and application to financial returns (2012)The Proof and Measurement of Association between Two Things (1904)Dependence Modeling with Copulas (2014)The Dual Theory of Choice under Risk (1987)The Advent of Copulas in Finance (2009)Copula Theory: An Introduction (2010)Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals (1996)Copula modeling for discrete random vectors (2020)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)
this work references cited by second hop

References

  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
  • 2007A Primer on Copulas for Count Data339 cited
  • 2006Comparison of semiparametric and parametric methods for estimating copulas334 cited
  • 2004Constraints on concordance measures in bivariate discrete data179 cited
  • 2005Using Trivariate Copulas to Model Sample Selection and Treatment Effects143 cited
  • 2012Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation110 cited
  • 1996Copulas, marginals, and joint distributions89 cited

Cited by

  • 2020Modelling count data via copulas30 cited
  • 2022Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes12 cited

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