Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry - In: Journal of the American Statistical Association 107 (2012) 499, pp. 1063-1072
Multivariate discrete response data can be found in diverse fields, including econometrics, finance, biometrics, and psychometrics. Our contribution, through this study, is to introduce a new class of models for multivariate discrete data based on pair copula constructions (PCCs) that has two...