A copula model for marked point processes
From MaRDI portal
Publication:746484
DOI10.1007/s10985-013-9259-3zbMath1322.62149OpenAlexW2043938177WikidataQ33407580 ScholiaQ33407580MaRDI QIDQ746484
Richard J. Cook, Ker-Ai Lee, Liqun Diao
Publication date: 16 October 2015
Published in: Lifetime Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10012/10291
Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cox's regression model for counting processes: A large sample study
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data
- An introduction to copulas.
- Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
- Survival and event history analysis. A process point of view
- The statistical analysis of recurrent events.
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Moment Estimation for Statistics from Marked Point Processes
- Option Pricing with a General Marked Point Process
- A functional marked point process model for lupus data
- Semiparametric estimation in copula models for bivariate sequential survival times
- A Compound Poisson Model for Word Occurrences in DNA Sequences
- Testing Separability in Spatial-Temporal Marked Point Processes
- Negative binomial and mixed poisson regression
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Regression Methods for Poisson Process Data
- On the regression analysis of multivariate failure time data
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- One-Warehouse Multiretailer Systems with Centralized Stock Information
- A note on deficit analysis in dependency models involving Coxian claim amounts
- Detecting Dependence Between Marks and Locations of Marked Point Processes
- Some Simple Robust Methods for the Analysis of Recurrent Events
- Case–Control and Case‐Only Designs with Genotype and Family History Data: Estimating Relative Risk, Residual Familial Aggregation, and Cumulative Risk
- Tests for Independence between Marks and Points of a Marked Point Process
- Exponential Behavior in the Presence of Dependence in Risk Theory
- An Introduction to the Theory of Point Processes
- Statistical models based on counting processes
This page was built for publication: A copula model for marked point processes
