Copula in a multivariate mixed discrete-continuous model

DOI10.1016/j.csda.2016.02.017zbMath1466.62235OpenAlexW2345371731MaRDI QIDQ1658983

Aurelius A. Zilko, Dorota Kurowicka

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.02.017

zbMATH Keywords

copulamixed modelsvine

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (6)

Copula modeling for discrete random vectors ⋮ Trade and currency options hedging model ⋮ A family of block-wise one-factor distributions for modeling high-dimensional binary data ⋮ Nonparametric Estimation of Copula Regression Models With Discrete Outcomes ⋮ A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses ⋮ A copula transformation in multivariate mixed discrete-continuous models

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