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20132026
most citedOn the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood

47 citations · 227 across the 20 of their papers we have counts for

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Showing 2019Show all

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stat.ME2019

The bivariate -finite normal mixture "blanket" copula

Aristidis K. Nikoloulopoulos

There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handl…

stat.ME2019

Factor copula models for mixed data

Sayed H. Kadhem, Aristidis K. Nikoloulopoulos

We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observ…