Copula-based regression models: A survey
暂无分享,去创建一个
[1] Gabriel Escarela,et al. A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence , 2006, Statistical methods in medical research.
[2] P. Embrechts,et al. Quantitative Risk Management: Concepts, Techniques, and Tools , 2005 .
[3] Hans van Ophem,et al. A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES , 1999, Econometric Theory.
[4] M. Sklar. Fonctions de repartition a n dimensions et leurs marges , 1959 .
[5] Wieslaw Szczesny,et al. On the performance of a discriminant function , 1991 .
[6] R. Engle,et al. CAViaR , 1999 .
[7] M. Pitt,et al. Efficient Bayesian inference for Gaussian copula regression models , 2006 .
[8] L. Rüschendorf. On the distributional transform, Sklar's theorem, and the empirical copula process , 2009 .
[9] Berthold Schweizer,et al. Probabilistic Metric Spaces , 2011 .
[10] Ludger Rüschendorf,et al. Distributions with fixed marginals and related topics , 1999 .
[11] Jan Dhaene,et al. Modern Actuarial Risk Theory , 2001 .
[12] Johanna Nešlehová,et al. On rank correlation measures for non-continuous random variables , 2007 .
[13] P. X. Song,et al. Multivariate Dispersion Models Generated From Gaussian Copula , 2000 .
[14] E. Luciano,et al. Copula methods in finance , 2004 .
[15] M. Niewiadomska-Bugaj,et al. On grade transformation and its implications for copulas , 2005 .
[16] Generation and Investigation of Multivariate Distributions having Fixed Discrete Marginals , 1996 .
[17] H. Joe. Multivariate models and dependence concepts , 1998 .
[18] Pravin K. Trivedi,et al. Using Trivariate Copulas to Model Sample Selection and Treatment Effects , 2006 .
[19] R. Nelsen. An Introduction to Copulas , 1998 .
[20] N. Kolev,et al. Copulas: A Review and Recent Developments , 2006 .
[21] Gerald S. Rogers,et al. Mathematical Statistics: A Decision Theoretic Approach , 1967 .
[22] Rafael Schmidt,et al. Multivariate distribution models with generalized hyperbolic margins , 2006, Comput. Stat. Data Anal..
[23] Michel Denuit,et al. Constraints on concordance measures in bivariate discrete data , 2005 .
[24] Ping Wang,et al. Credibility Using Copulas , 2005 .
[25] Xiaohong Chen,et al. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification , 2006 .
[26] E. Frees,et al. Copula credibility for aggregate loss models , 2006 .
[27] Xiaohong Chen,et al. Estimation of Copula-Based Semiparametric Time Series Models , 2006 .
[28] Peter D. Hoff. Extending the rank likelihood for semiparametric copula estimation , 2006, math/0610413.
[29] R. Rigby,et al. Generalized Autoregressive Moving Average Models , 2003 .
[30] C. Genest,et al. A Primer on Copulas for Count Data , 2007, ASTIN Bulletin.
[31] D. Oakes,et al. Regression in a bivariate copula model , 2000 .
[32] S. Chib,et al. Analysis of multivariate probit models , 1998 .
[33] L. Tiret,et al. A parametric copula model for analysis of familial binary data. , 1999, American journal of human genetics.