In this paper we develop a model for the conditional inflated multivariate density of integer count variables with domain Zn. Our modelling framework is based on a copula approach and can be used for a broad set of applications where the primary characteristics of the data are: (i) discrete...

We analyze the construction of multivariate forecasting densities based on conditional models for each variable, given the other variables; a joint predictive density is obtained by iteratively simulating from the conditional models. This idea has been pursued in the context of missing data...