An alternative bivariate zero-inflated negative binomial regression model using a copula

被引：9

作者：

So, Sunha ^{[2
]}

Lee, Dong-Hee ^{[3
]}

Jung, Byoung Cheol ^{[1
]}

机构：

[1] Univ Seoul, Dept Stat, Seoul 130743, South Korea

[2] Woori Bank, Risk Model Validat Team, Seoul 100792, South Korea

[3] Kyonggi Univ, Dept Business Adm, Suwon 443760, South Korea

来源：

ECONOMICS LETTERS | 2011年 / 113卷 / 02期

关键词：

Bivariate negative binomial; Copula; Heterogeneous dispersion; Negative correlation; Zero inflation; COUNT DATA;

D O I：

10.1016/j.econlet.2011.07.017

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We propose an alternative bivariate zero-inflated negative binomial (BZINB) regression model based on a copula. The empirical result shows that the proposed model performs better than the existing BZINB models in terms of the maximum log-likelihood and the AIC. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：183 / 185

页数：3

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