352
Views
0
CrossRef citations to date
0
Altmetric
Theory and Methods

Comment

References

  • Belitz, C., Brezger, A., Klein, N., Kneib, T., Lang, S., and Umlauf, N. (2015), “BayesX: Software for Bayesian Inference in Structured Additive Regression Models,” Version 3.0.2, 2015. Available at http://www.bayesx.org.
  • Joe, H. (1997), Multivariate Models and Dependence Concepts, London: Chapman & Hall.
  • Joe, H. (2014), Dependence Modeling With Copulas, London: Chapman & Hall.
  • Klein, N., and Kneib, T. (2016), “Simultaneous Estimation in Structured Additive Conditional Copula Regression Models: A Unifying Bayesian Approach,” Statistics and Computing, 26, 841–860.
  • Klein, N., Kneib, T., Klasen, S., and Lang, S. (2015a), “Bayesian Structured Additive Distributional Regression for Multivariate Responses,” Journal of the Royal Statistical Society, Series C, 64, 569–591. doi/10.1111/rssc.12090.
  • Klein, N., Kneib, T., Lang, S., and Sohn, A. (2015b), “Bayesian Structured Additive Distributional Regression With an Application to Regional Income Inequality in Germany,” Annals of Applied Statistics, 9, 1024–1052.
  • Lang, S., Adebayo, S. B., Fahrmeir, L., and Steiner, W. J. (2003), “Bayesian Geoadditive Seemingly Unrelated Regression,” Computational Statistics, 18, 263–292.
  • Nelson, R. (2006), An Introduction to Copulas (2nd ed.), New York: Springer.
  • Pourahmadi, M. (2011), “Covariance Estimation: The GLM and Regularization Perspectives,” Statistical Science, 26, 369–387.
  • Radice, R., Marra, G., and Wojtys, M. (2016), “Copula Regression Spline Models for Binary Outcomes,” Statistics and Computing, 26, 981–995.
  • Smith, M. S., and Khaled, M. A. (2012), “Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation,” Journal of the American Statistical Association, 107, 290–303.
  • Smith, M. S., and Kohn, R. (2000), “Nonparametric Seemingly Unrelated Regression,” Journal of Econometrics, 98, 257–281.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.