Multivariate dispersion models generated from Gaussian copula

Scandinavian Journal of Statistics

Volumn 27, Issue 2, 2000, Pages 305-320

  Song, Peter Xue Kun ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Copula; Dependence; Dispersion model; Generalized estimating equation; Generalized linear model; Longitudinal data; Regression; Small dispersion asymptotics

Indexed keywords

EID: 0034336065     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00191     Document Type: Article

References (20)

1. Bahadur, R. R. (1961). A representation of the joint distribution of responses to n dichotomous items. In Studies on item analysis and prediction (ed. H. Solomon), 158-168. Stanford Mathematical Studies in the Social Sciences VI, Stanford University Press, Stanford, CA.
2. Barndorff-Nielsen, O. E. and Jørgensen, B. (1991). Some parametric models on the simplex. J. Multivariate Anal. 39, 106-116.
3. Bishop, Y. M. M., Fienberg, S. E. & Holland, P. W. (1975). Discrete multivariate analysis: theory and practice. MIT Press, Cambridge, MA.
4. Crowder, M. (1987). On linear and quadratic estimating functions. Biometrika 74, 591-597.
5. Diggle, P. J., Liang, K.-Y. & Zeger, S. L. (1994). The analysis of longitudinal data. Oxford, Oxford University Press.
6. Fitzmaurice, G. M., Laird, N. M. & Rotnitzky, A. G. (1993). Regression models for discrete longitudinal responses. Statist. Sci. 8, 284-309.
7. Godambe, P. V. (1991). Estimating functions: an overview. Oxford University Press, Oxford.
8. Hutchinson, T. P. & Lai, C. D. (1990). Continuous bivariate distributions, emphasising applications. Rumsby, Sydney.
9. Joe, H. (1993). Parametric family of multivariate distributions with given margins. J. Multivariate Anal. 46, 262-282.
10. Joe, H. (1997). Multivariate models and dependence concepts. Chapman & Hall, London.
11. Jørgensen, B. (1987a). Exponential dispersion models (with discussion). J. Roy. Statist. Soc. Ser. B 49, 127-162.
12. Jørgensen, B. (1987b). Small-dispersion asymptotics. Braz. J. Probab. Statist. 1, 59-90.
13. Jørgensen, B. (1997). The theory of dispersion models. Chapman & Hall, London.
14. Jørgensen, B. & Lauritzen, S. L. (1998). Multivariate dispersion models. Research Report 2, Department of Statistics and Demography, Odense University, Denmark.
15. Kendall, M. & Gibbons, J. D. (1990). Rank correlation methods. 5th edn. Edward Arnold, London.
16. Liang, K.-Y. & Zeger, S. L. (1986). Longitudinal data analysis using generalized linear models. Biometrika 73, 13-22.
17. Marshall, A. W. & Olkin, I. (1988). Families of multivariate distributions. J. Amer. Statist. Assoc. 83, 834-841.
18. McCullagh, P. & Nelder, J. A. (1989). Generalized linear models. 2nd edn. Chapman & Hall, London.
19. Sklar, A. (1959). Fonctions de répartition à n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris 8, 229-231.
20. Zhao, L. P. & Prentice, R. L. (1990). Correlated binary regression using a generalized quadratic model. Biometrika 77, 642-648.