Kurowicka, D., Joe, H. (Ed.)
Bayesian inference for D-vines: estimation and model selection
Dependence Modeling - Handbook on Vine Copulae.
World Scientific
2009
Nonnested model comparison of GLM and GAM count regression models for life insurance data
Preprint
2009
Kurowicka, D., Joe, H. (Ed.)
Sampling count variables with specified Pearson correlation - a comparison between a naive and a C-vine sampling approach
Kurowicka, D., Joe, H.: Dependence Modeling - Handbook on Vine Copulae
World Scientific
2009
Pair-copula constructions of multiple dependence.
Insurance Mathematics and Economics
2009
44
2
182-198
A mixed autoregressive probit model for ordinal longitudinal data
Biostatistics
2009
11
1
127-138
Generalized estimating equations for longitudinal generalized Poisson count data with regression effects on the mean and dispersion level.
Preprint
2009
Stochastic volatility models for ordinal valued time series with application to finance
Statistical Modelling
2009
9
1
69-95
Kurowicka, D., Joe, H. (Ed.)
Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins
Kurowicka, D., Joe, H.: Dependence Modeling - Handbook on Vine Copulae.
World Scientific
2009