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Showing 1 to 1 of 1 for “"D-vine pair-copula"”.
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D-Vine Pair-Copula Models for Longitudinal Binary Data
… we study alternatives that are based on D-vine pair-copula models. We consider both the serial dependence modeled by the first order autoregressive (AR(1)) and the equicorrelated correlation structures. Simulation results show that our model is more effective than MP model. Some real life …