Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...
Numerical and asymptotic stochastic partitioning of goodness-of-fit statistics are considered for a broad class of simultaneous multivariate categorical response models. These simultaneous models ...
The grouped continuous model for multivariate ordered categorical data is described. This is based on partitioning an underlying multivariate normal distribution. Straightforward maximum likelihood ...