"Vector Generalized Linear Models: A Gaussian Copula Approach." In P Jaworski, F Durante, W Hardle (eds.), Copulae in Mathematical and Quantitative Finance, pp. 251-276. Springer-Verlag, Berlin.P. Song, M. Li, and P. Zhang. Vector generalized linear models: a Gaussian copula ap- ...
There are two variants of the Gaussian copula approach. The original approach suggests the regression model's estimation by using an adapted maximum likelihood function that accounts for the correlation between the regressor and the error term using the Gaussian copula. The disadvantage of the maximum...
A Gaussian copula approach for the analysis of secondary phenotypes in case–control genetic association studies.Case–controlstudiesStatisticalgeneticsStatisticalmethodsinEpidemiologyIn many case鈥揷ontrol genetic association studies, a set of correlated secondary phenotypes that may share common genetic ...
A Gaussian copula approach for the analysis of secondary phenotypes in case-control genetic association studies In many case-control genetic association studies, a set of correlated secondary phenotypes that may share common genetic factors with disease status are co... Edmondson,C A.,Rader,... 被...
Valuation of projects with minimum revenue guarantees: A Gaussian copula-based simulation approach 来自 Taylor & Francis 喜欢 0 阅读量: 78 作者: Hawas, Francisco,Cifuentes, Arturo 摘要: This technical note presents a numerical simulation technique to perform valuations of infrastructure projects with ...
To this end, we drop the independence assumption and explicitly model the dependence between genes using Gaussian copula. We apply a Bayesian approach to estimate covariance matrix and the overdispersion parameter in negative binomial distribution. Both synthetic data and real data are used to ...
A new approach for long-term wind speed forecasting is developed in this study by integrating GMCM (Gaussian mixture copula model) and localized GPR (Gaussian process regression). The time series of wind speed is first classified into multiple non-Gaussian components through the Gaussian mixture ...
The Gaussian Copula Model Theory of Gaussian Copula Model Latent Variable Concept Recap of Latent Variable Concept Suppose we have several ordinal variables which we measure on a group of experimental units. We wish to explore the correlations between them. ...
A Gaussian copula approach for the analysis of secondary phenotypes in case–control genetic association studies In many case鈥揷ontrol genetic association studies, a set of correlated secondary phenotypes that may share common genetic factors with disease status are ... H Li - 《Biostatistics》 被...
Efficient Bayesian inference for stochastic time-varying copula models This allows for a common scale so that a general range of copula families including the Gaussian, Clayton and Gumbel copulas can be used and compared ... C Almeida,C Czado - 《Computational Statistics & Data Analysis》 被引量...