Cover Image

Gaussian mixture copulas for flexible dependence modelling in the body and tails of joint distributions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	André, Lídia M., Tawn, Jonathan A.
Format:	Preprint
Published:	2025
Subjects:	Methodology Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Finite mixture copulas for modeling dependence in longitudinal count data
by: Chattopadhyay, Subhajit
Published: (2024)

Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
by: D'Arcy, Eleanor, et al.
Published: (2024)

Automated threshold selection and associated inference uncertainty for univariate extremes
by: Murphy, Conor, et al.
Published: (2023)

Factor copula models for non-Gaussian longitudinal data
by: Chattopadhyay, Subhajit
Published: (2024)

Estimating Metocean Environments Associated with Extreme Structural Response to Demonstrate the Dangers of Environmental Contour Methods
by: Speers, Matthew, et al.
Published: (2024)

A framework for statistical modelling of the extremes of longitudinal data, applied to elite swimming
by: Spearing, Jess, et al.
Published: (2023)

Modelling intransitivity in pairwise comparisons with application to baseball data
by: Spearing, Jess, et al.
Published: (2021)

Enhanced variable selection for boosting sparser and less complex models in distributional copula regression
by: Strömer, Annika, et al.
Published: (2024)

A non-parametric estimator for Archimedean copulas under flexible censoring scenarios and an application to claims reserving
by: Michaelides, Marie, et al.
Published: (2024)

Skew-elliptical copula based mixed models for non-Gaussian longitudinal data with application to an HIV-AIDS study
by: Chattopadhyay, Subhajit
Published: (2024)

Bayesian nonparametric copulas with tail dependence
by: Ausín, Maria Concepción, et al.
Published: (2025)

Clustering of multivariate tail dependence using conditional methods
by: O'Toole, Patrick, et al.
Published: (2025)

Identifying Brexit voting patterns in the British House of Commons: an analysis based on Bayesian mixture models with flexible concomitant covariate effects
by: Berrettini, Marco, et al.
Published: (2021)

Fast and flexible inference for joint models of multivariate longitudinal and survival data using Integrated Nested Laplace Approximations
by: Rustand, Denis, et al.
Published: (2022)

Bayesian semiparametric modelling of biomarker variability in joint models
by: Chen, Sida, et al.
Published: (2025)

Probabilistic patient risk profiling with pair-copula constructions
by: Şahin, Özge
Published: (2025)

Graphical copula GARCH modeling with dynamic conditional dependence
by: Chan, Lupe Shun Hin, et al.
Published: (2024)

Prior distributions for Gaussian processes in computer model emulation and calibration
by: Gu, Mengyang, et al.
Published: (2025)

A mixture of distributed lag non-linear models to account for spatially heterogeneous exposure-lag-response associations
by: Briz-Redón, Álvaro, et al.
Published: (2025)

A comparison between copula-based, mixed model, and estimating equation methods for regression of bivariate correlated data
by: Sareff-Hibbert, Aydin, et al.
Published: (2024)

A mixture distribution approach for assessing genetic impact from twin study
by: Hu, Zonghui, et al.
Published: (2025)

Towards more realistic climate model outputs: A multivariate bias correction based on zero-inflated vine copulas
by: Funk, Henri, et al.
Published: (2024)

Learning Bayesian networks: a copula approach for mixed-type data
by: Castelletti, Federico
Published: (2023)

A Bayesian multivariate extreme value mixture model
by: Hu, Chenglei, et al.
Published: (2024)

Parsimonious Gaussian mixture models with piecewise-constant eigenvalue profiles
by: Szwagier, Tom, et al.
Published: (2025)

Deep mixture of linear mixed models for complex longitudinal data
by: Kock, Lucas, et al.
Published: (2023)

The trade-off between model flexibility and accuracy of the Expected Threat model in football
by: van Arem, Koen W., et al.
Published: (2025)

Enhancing parameter estimation in finite mixture of generalized normal distributions
by: Duttilo, Pierdomenico, et al.
Published: (2024)

A flexible and interpretable spatial covariance model for data on graphs
by: Christensen, Michael F., et al.
Published: (2022)

Analysis of multivariate event times under informative censoring using vine copula
by: Chen, Xinyuan, et al.
Published: (2025)

A Bayesian joint model of multiple nonlinear longitudinal and competing risks outcomes for dynamic prediction in multiple myeloma: joint estimation and corrected two-stage approaches
by: Alvares, Danilo, et al.
Published: (2024)

Density regression via Dirichlet process mixtures of normal structured additive regression models
by: Rodríguez-Álvarez, María Xosé, et al.
Published: (2024)

Robust Bayesian hierarchical models for basket trials enabling joint evaluation of toxicity and efficacy
by: Cao, Zhi, et al.
Published: (2025)

Boosting with copula-based components
by: Brant, Simon Boge, et al.
Published: (2022)

Multivariate Bayesian models with flexible shared interactions for analyzing spatio-temporal patterns of rare cancers
by: Retegui, Garazi, et al.
Published: (2024)

Feature aware covariance estimation, with application to mixtures of chemical exposures
by: Bersson, Elizabeth, et al.
Published: (2025)

Ensemble size dependence of the logarithmic score for forecasts issued as multivariate normal distributions
by: Leutbecher, Martin, et al.
Published: (2024)

Bayesian hierarchical models with calibrated mixtures of g-priors for assessing treatment effect moderation in meta-analysis
by: Wang, Qiao, et al.
Published: (2024)

Variable selection in the joint frailty model of recurrent and terminal events using Broken Adaptive Ridge regression
by: Chan, Christian, et al.
Published: (2024)

Causal mediation analysis for longitudinal and survival data in continuous time using Bayesian non-parametric joint models
by: Bhandari, Saurabh, et al.
Published: (2025)