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Journal of Applied Statistics Volume 37, 2010 - Issue 9
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Original Articles

Regression in a copula model for bivariate count data

Aristidis K. Nikoloulopoulos School of Computing Sciences, University of East Anglia, Norwich, NR47TJ, UKCorrespondence[email protected]
&
Dimitris Karlis Department of Statistics, Athens University of Economics and Business, 76 Patission Str., 10434, Athens, Greece
Pages 1555-1568 | Received 30 Jan 2008, Accepted 04 Jun 2009, Published online: 06 Sep 2010

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Giampiero Marra, Rosalba Radice & David Zimmer. (2024) A unifying switching regime regression framework with applications in health economics. Econometric Reviews 43:1, pages 52-70.
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George Tzougas & Alice Pignatelli di Cerchiara. (2023) Bivariate Mixed Poisson Regression Models with Varying Dispersion. North American Actuarial Journal 27:2, pages 211-241.
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Aristidis K. Nikoloulopoulos. (2022) The bivariate K-finite normal mixture ‘blanket’ copula. Journal of Statistical Computation and Simulation 92:6, pages 1224-1245.
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Articles from other publishers (29)

Zezhun Chen, Angelos Dassios & George Tzougas. (2023) EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. European Actuarial Journal 14:1, pages 225-255.
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Dhiman Bhadra. (2024) An analysis of the dual burden of childhood stunting and wasting in Myanmar: a copula geoadditive modelling approach. Public Health Nutrition 27:1.
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Giampiero Marra, Matteo Fasiolo, Rosalba Radice & Rainer Winkelmann. (2023) A flexible copula regression model with Bernoulli and Tweedie margins for estimating the effect of spending on mental health. Health Economics 32:6, pages 1305-1322.
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M. Mesfioui, T. Bouezmarni & M. Belalia. (2022) Copula-based link functions in binary regression models. Statistical Papers 64:2, pages 557-585.
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Hendrik van der Wurp & Andreas Groll. (2021) Introducing LASSO-type penalisation to generalised joint regression modelling for count data. AStA Advances in Statistical Analysis 107:1-2, pages 127-151.
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Saverio RanciatiVeronica VinciottiErnst C. WitGiuliano Galimberti. (2023) Mixtures of Probit Regression Models with Overlapping Clusters. Bayesian Analysis -1:-1.
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George Tzougas & Despoina Makariou. (2022) The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Risk Management and Insurance Review 25:4, pages 401-417.
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George Tzougas & Alice Pignatelli di Cerchiara. (2021) The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking. Insurance: Mathematics and Economics 101, pages 602-625.
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Giampiero Marra, Rosalba Radice & David Zimmer. (2021) Did the ACA's “guaranteed issue” provision cause adverse selection into nongroup insurance? Analysis using a copula‐based hurdle model. Health Economics 30:9, pages 2246-2263.
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Hendrik van der Wurp, Andreas Groll, Thomas Kneib, Giampiero Marra & Rosalba Radice. (2020) Generalised joint regression for count data: a penalty extension for competitive settings. Statistics and Computing 30:5, pages 1419-1432.
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Marti J. Anderson, Perry de Valpine, Andrew Punnett & Arden E. Miller. (2019) A pathway for multivariate analysis of ecological communities using copulas. Ecology and Evolution 9:6, pages 3276-3294.
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Shamsunnahar Yasmin, Salah Uddin Momtaz, Tammam Nashad & Naveen Eluru. (2018) A Multivariate Copula-Based Macro-Level Crash Count Model. Transportation Research Record: Journal of the Transportation Research Board 2672:30, pages 64-75.
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Xi (Alan) Zhang, V. Kumar & Koray Cosguner. (2017) Dynamically Managing a Profitable Email Marketing Program. Journal of Marketing Research 54:6, pages 851-866.
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Naushad Mamode Khan, Wasseem Rumjaun, Yuvraj Sunecher & Vandna Jowaheer. (2017) Computing with bivariate COM-Poisson model under different copulas. Monte Carlo Methods and Applications 23:2, pages 131-146.
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Olivier P. Faugeras. (2017) Inference for copula modeling of discrete data: a cautionary tale and some facts. Dependence Modeling 5:1, pages 121-132.
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Giampiero Marra & Karol Wyszynski. (2016) Semi-parametric copula sample selection models for count responses. Computational Statistics & Data Analysis 104, pages 110-129.
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Edward Frees, Gee Lee & Lu Yang. (2016) Multivariate Frequency-Severity Regression Models in Insurance. Risks 4:1, pages 4.
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Naushad Mamode Khan, Yuvraj Sunecher & Vandna Jowaheer. 2016. Intelligent Mathematics II: Applied Mathematics and Approximation Theory. Intelligent Mathematics II: Applied Mathematics and Approximation Theory 407 421 .
Xianyuan Zhan, H.M.Abdul Aziz & Satish V. Ukkusuri. (2015) An efficient parallel sampling technique for Multivariate Poisson-Lognormal model: Analysis with two crash count datasets. Analytic Methods in Accident Research 8, pages 45-60.
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Jirakom Sirisrisakulchai & Songsak Sriboonchitta. 2014. Modeling Dependence in Econometrics. Modeling Dependence in Econometrics 215 228 .
A. Canale & D. B. Dunson. (2013) Nonparametric Bayes modelling of count processes. Biometrika 100:4, pages 801-816.
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Simone Fiori. (2012) Fast statistical regression in presence of a dominant independent variable. Neural Computing and Applications 22:7-8, pages 1367-1378.
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Aristidis K. Nikoloulopoulos. 2013. Copulae in Mathematical and Quantitative Finance. Copulae in Mathematical and Quantitative Finance 231 249 .
Lluís Bermúdez & Dimitris Karlis. (2012) A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking. Computational Statistics & Data Analysis 56:12, pages 3988-3999.
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A. K. Nikoloulopoulos, H. Joe & N. R. Chaganty. (2011) Weighted scores method for regression models with dependent data. Biostatistics 12:4, pages 653-665.
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Antonello Maruotti. (2011) A two‐part mixed‐effects pattern‐mixture model to handle zero‐inflation and incompleteness in a longitudinal setting. Biometrical Journal 53:5, pages 716-734.
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Pengcheng Zhang, Zezhun Chen, George Tzougas, Xueyuan Wu, Angelos Dassios & Xueyuan Wu. (2022) Multivariate Zero-Inflated Inar(1) Model with an Application in Automobile Insurance. SSRN Electronic Journal.
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Giampiero Marra, Matteo Fasiolo, Rosalba Radice & Rainer Winkelmann. (2022) A Flexible Copula Regression Model with Bernoulli and Tweedie Margins for Estimating the Effect of Spending on Mental Health. SSRN Electronic Journal.
Crossref
Lluís Bermudez & Dimitris Karlis. (2011) Mixture of Bivariate Poisson Regression Models with an Application to Insurance. SSRN Electronic Journal.
Crossref

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