Copula models have emerged as a pivotal tool in modern statistical analysis by enabling researchers to disentangle marginal behaviours from their joint dependency structures. This flexibility is ...
Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 178, No. 2 (FEBRUARY 2015), pp. 337-361 (25 pages) We study whether individuals' private information on health risk ...
We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60-68) used to estimate regression parameters from correlated discrete or mixed bivariate or ...
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