Articles with "gaussian copula" as a keyword



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Modeling binary familial data using Gaussian copula

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Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2016.1228971

Abstract: ABSTRACT Modeling binary familial data has been a challenging task due to the dependence among family members and the constraints imposed on the joint probability distribution of the binary responses. This paper investigates some useful… read more here.

Keywords: binary familial; data using; modeling binary; familial data ... See more keywords
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Bayesian Variable Selection for Gaussian Copula Regression Models

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Published in 2019 at "Journal of Computational and Graphical Statistics"

DOI: 10.1080/10618600.2020.1840997

Abstract: Abstract We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between… read more here.

Keywords: regression; regression models; bayesian variable; gaussian copula ... See more keywords
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Decomposition of variation of mixed variables by a latent mixed gaussian copula model.

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Published in 2022 at "Biometrics"

DOI: 10.1111/biom.13660

Abstract: Many biomedical studies collect data of mixed types of variables from multiple groups of subjects. Some of these studies aim to find the group-specific and the common variation among all these variables. Even though similar… read more here.

Keywords: copula model; mixed gaussian; variation; gaussian copula ... See more keywords
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Gaussian copula of stable random vectors and application

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Published in 2020 at "Hacettepe Journal of Mathematics and Statistics"

DOI: 10.15672/hujms.621919

Abstract: In this paper, we present a new method to investigate data of multivariate heavy-tailed distributions. We show that for any given number $\alpha \in (0;2]$, each Gaussian copula is also the copula of an $\alpha$-stable… read more here.

Keywords: alpha stable; copula stable; stable random; random vectors ... See more keywords
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Gaussian Copula Regression in R

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Published in 2017 at "Journal of Statistical Software"

DOI: 10.18637/jss.v077.i08

Abstract: This article describes the R package gcmr for fitting Gaussian copula marginal regression models. The Gaussian copula provides a mathematically convenient framework to handle various forms of dependence in regression models arising, for example, in… read more here.

Keywords: package; copula regression; gaussian copula; regression ... See more keywords
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Gaussian Copula Methodology to Model Photovoltaic Generation Uncertainty Correlation in Power Distribution Networks

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Published in 2021 at "Energies"

DOI: 10.3390/en14092349

Abstract: Deterministic load flow analyses of power grids do not include the uncertain factors that affect the network elements; hence, their predictions can be very unreliable for distribution system operators and for the decision makers who… read more here.

Keywords: methodology; gaussian copula; uncertainty; power ... See more keywords