Pair Copula Constructions for Multivariate Discrete Data

Truncated regular vines in high dimensions with application to financial data

(2012) E. C. Brechmann et al.   CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation

(2012) Michael S. Smith et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Two-dimensional toxic dose and multivariate logistic regression, with application to decompression sickness

(2010) J. Li et al.   BIOSTATISTICS

Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

(2010) Michael Smith et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A mixed autoregressive probit model for ordinal longitudinal data

(2009) C. Varin et al.   BIOSTATISTICS

Tail dependence functions and vine copulas

(2009) Harry Joe et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Finite normal mixture copulas for multivariate discrete data modeling

(2009) Aristidis K. Nikoloulopoulos et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Joint Regression Analysis of Correlated Data Using Gaussian Copulas

(2008) Peter X.-K. Song et al.   BIOMETRICS

Multivariate logit copula model with an application to dental data

(2008) Aristidis K. Nikoloulopoulos et al.   STATISTICS IN MEDICINE

Pair-copula constructions of multiple dependence

(2007) Kjersti Aas et al.   INSURANCE MATHEMATICS & ECONOMICS