Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas

DOI10.1214/11-BJPS165zbMath1298.62080MaRDI QIDQ470357

Louis-Paul Rivest, Mathieu Fortin, Christian Genest, Aristidis K. Nikoloulopoulos

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1369746494

zbMATH Keywords

composite likelihoodscore statistictest of independencedependent binary dataMantel-Haenszel statisticmeta-elliptical copularectangle probability

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99)

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