On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood

Research output: Contribution to journalArticle

24 Citations (Scopus)
5 Downloads (Pure)
Original languageEnglish
Pages (from-to)1923-1937
Number of pages15
JournalJournal of Statistical Planning and Inference
Volume143
Issue number11
DOIs
Publication statusPublished - 1 Nov 2013

Keywords

  • continuous extension
  • Jitters
  • Multivariate normal copula
  • Rectangle probabilities
  • Simulated likelihood

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