Modeling multivariate count data using copulas

Nikoloulopoulos, Aristidis K ORCID: and Karlis, Dimitris (2010) Modeling multivariate count data using copulas. Communications in Statistics: Simulation and Computation, 39 (1). pp. 172-187. ISSN 1532-4141

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Multivariate count data occur in several different disciplines. However, existing models do not offer great flexibility for dependence modeling. Models based on copulas nowadays are widely used for continuous data dependence modeling. Modeling count data via copulas is still in its infancy; see the recent article of Genest and Nešlehová (2007). A series of different copula models providing various residual dependence structures are considered for vectors of count response variables whose marginal distributions depend on covariates through negative binomial regressions. A real data application related to the number of purchases of different products is provided.

Item Type: Article
Faculty \ School: Faculty of Science > School of Computing Sciences
Depositing User: Vishal Gautam
Date Deposited: 11 Mar 2011 16:31
Last Modified: 04 Jan 2023 13:30
DOI: 10.1080/03610910903391262

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