A Skew-Normal Copula-Driven Generalized Linear Mixed Model for Longitudinal Data
Using the advancements of Arellano-Valle et al. [2005], which characterize the likelihood function of a linear mixed model (LMM) under a skew-normal distribution for the random effects, this thesis attempt to construct a copula-driven generalized linear mixed model (GLMM). Assuming a multivariate d...
Main Author: | Elmasri, Mohamad |
---|---|
Format: | Others |
Published: |
2012
|
Online Access: | http://spectrum.library.concordia.ca/973992/1/Elmasri_MSc_S2012.pdf Elmasri, Mohamad <http://spectrum.library.concordia.ca/view/creators/Elmasri=3AMohamad=3A=3A.html> (2012) A Skew-Normal Copula-Driven Generalized Linear Mixed Model for Longitudinal Data. Masters thesis, Concordia University. |
Similar Items
-
Application of t copula and skew t copula function in risk management
by: Han-Yang Lee, et al.
Published: (2015) -
Linear regression model with skew normal distribution
by: NIAN, YOU-REN, et al.
Published: (2017) -
Generalized linear mixed model and generalized estimating equation for binary longitudinal data
by: Sepato, Sandra Moepeng
Published: (2015) -
Bayesian Inference on Mixed-effects Models with Skewed Distributions for HIV longitudinal Data
by: Chen, Ren
Published: (2012) -
Pricing CDOs with Standardized Skew Student-t Distribution Copula Model
by: Huang, Yu Teng, et al.