Multivariate distributions with correlation matrices for nonlinear repeated measurements

DOI10.1016/j.csda.2004.09.011zbMath1431.62219OpenAlexW2078567926MaRDI QIDQ959199

P. J. Lindsey, James K. Lindsey

Publication date: 11 December 2008

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

Full work available at URL: https://research.tue.nl/nl/publications/8939522b-9b0d-4a7f-8831-b53874158be0

zbMATH Keywords

copulaLaplace distributionStudent's \(t\) distributionpower-exponential distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Uses Software

• R

Cites Work

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• An introduction to copulas. Properties and applications
• Statistical Methods for the Analysis of Repeated Measurements
• Estimation of Time-Response Curves and Their Confidence Bands
• Stochastic Growth Curve Analysis
• A multivariate generalization of the power exponential family of distributions
• Multivariate Dispersion Models Generated From Gaussian Copula
• Multivariate Elliptically Contoured Distributions for Repeated Measurements
• Multivariate T-Distributions and Their Applications
• 203. Note: On Estimating Time-Response Curves