Regression in a copula model for bivariate count data

DOI10.1080/02664760903093591OpenAlexW2061950503MaRDI QIDQ5123638

Dimitris Karlis, Aristidis K. Nikoloulopoulos

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760903093591

zbMATH Keywords

negative binomial distributionKendall's taudependence modelingcovariate function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (11)

Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ Computing with bivariate COM-Poisson model under different copulas ⋮ Semi-parametric copula sample selection models for count responses ⋮ The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking ⋮ A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking ⋮ Introducing Lasso-type penalisation to generalised joint regression modelling for count data ⋮ Bivariate Mixed Poisson Regression Models with Varying Dispersion ⋮ Copula-based link functions in binary regression models ⋮ Generalised joint regression for count data: a penalty extension for competitive settings ⋮ Copula-Based Models for Multivariate Discrete Response Data ⋮ The bivariate K-finite normal mixture ‘blanket’ copula

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