Efficient and feasible inference for high-dimensional normal copula regression models
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Publication:94125
DOI10.48550/arXiv.2203.04619arXiv2203.04619MaRDI QIDQ94125
Aristidis K. Nikoloulopoulos, Aristidis K. Nikoloulopoulos
Publication date: 9 March 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.04619
estimating equationscomposite likelihoodmultivariate probitdiscrete time-seriesordered probit/logistic regression
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