Modeling multivariate count data using copulas

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Abstract

Multivariate count data occur in several different disciplines. However, existing models do not offer great flexibility for dependence modeling. Models based on copulas nowadays are widely used for continuous data dependence modeling. Modeling count data via copulas is still in its infancy; see the recent article of Genest and Nešlehová (2007). A series of different copula models providing various residual dependence structures are considered for vectors of count response variables whose marginal distributions depend on covariates through negative binomial regressions. A real data application related to the number of purchases of different products is provided.
Original languageEnglish
Pages (from-to)172-187
Number of pages16
JournalCommunications in Statistics: Simulation and Computation
Volume39
Issue number1
DOIs
Publication statusPublished - 2010

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