Article

Genest, C, Nikoloulopoulos, AK, Rivest, L-P and Fortin, M (2012) Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas. Brazilian Journal of Probability and Statistics. (In Press)

Nikoloulopoulos, AK (2012) Comment on "Two-dimensional toxic dose and multivariate logistic regression, with application to decompression sickness" by Li, J. and Wong, W.K. Biostatistics, 13 (1). pp. 1-3.

Nikoloulopoulos, AK, Joe, H and Li, H (2012) Vine copulas with asymmetric tail dependence and applications to financial return data. Computational Statistics and Data Analysis. (In Press)

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores method for regression models with dependent data. Biostatistics, 12 (4). pp. 653-665.

Joe, H, Li, H and Nikoloulopoulos, AK (2010) Tail dependence functions and vine copulas. Journal of Multivariate Analysis, 101 (1). pp. 252-270.

Nikoloulopoulos, AK and Karlis, D (2010) Modeling multivariate count data using copulas. Communications in Statistics: Simulation and Computation, 39 (1). pp. 172-187.

Nikoloulopoulos, AK and Karlis, D (2010) Regression in a copula model for bivariate count data. Journal of Applied Statistics, 37 (9). pp. 1555-1568.

Nikoloulopoulos, AK and Karlis, D (2009) Finite normal mixture copulas for multivariate discrete data modeling. Journal of Statistical Planning and Inference, 139 (11). pp. 3878-3890.

Nikoloulopoulos, AK, Joe, H and Li, H (2009) Extreme value properties of multivariate t copulas. Extremes, 12 (2). pp. 129-148.

Nikoloulopoulos, AK and Karlis, D (2008) Multivariate logit copula model with an application to dental data. Statistics in Medicine, 27 (30). pp. 6393-6406.

Nikoloulopoulos, AK and Karlis, D (2008) Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited. Environmetrics, 19 (3). pp. 251-269.

Nikoloulopoulos, AK and Karlis, D (2008) Copula model evaluation based on parametric bootstrap. Computational Statistics and Data analysis, 52 (7). pp. 3342-3353.

Nikoloulopoulos, AK and Karlis, D (2008) On modeling count data: a comparison of some well-known discrete distributions. Journal of Statistical Computation and Simulation, 78 (3). pp. 437-457.

Analitis, A., Katsouyanni, K., Dimakopoulou, K., Samoli, E., Nikoloulopoulos, AK, Petasakis, Y., Touloumi, G., Schwartz, J., Anderson, H., Cambra, K., Forastiere, F., Zmirou, D., Vonk, J., Clancy, L., Kriz, B., Bobvos, J. and Pekkanen, J. (2006) Short-term effects of ambient particles on cardiovascular and respiratory mortality. Epidemiology, 17 (2 ). pp. 230-233.

Monograph

Nikoloulopoulos, Aristidis K., Joe, Harry and Li, Haijun (2008) Extreme Value Properties of Multivariate t Copulas. Technical Report. Washington State University.

Joe, Harry, Li, Haijun and Nikoloulopoulos, Aristidis K. (2008) Tail Dependence Functions and Vine Copulas. Technical Report. Washington State University.

Conference or Workshop Item

Genest, C, Nikoloulopoulos, AK, Rivest, L-P and Fortin, M (2011) Copula-Based Regression Modeling for Multivariate Binary Data. In: Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics, July 1-4 2011, Concordia University, Montreal, Quebec, Canada.

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: Joint Statistical Meeting, July 30 to August 4, 2011, Miami Florida, USA.

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: 2011 IISA Conference on Probability, Statistics and Data Analysis, 21-24 April, 2011, Raleigh, NC, USA.

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2011) Weighted scores for regression models with dependent data. In: 4th International Conference of the ERCIM WG on Computing & Statistics (ERCIM'11), 17-19 December 2011, Senate House, University of London, UK.

Nikoloulopoulos, AK, Joe, H and Li, H (2011) Vine copulas with asymmetric tail dependence and applications to financial return data. In: 4th Workshop on Vine Copula Distributions and Applications, 10-12 May, 2011, Munich, Germany.

Nikoloulopoulos, AK, Joe, H and Li, H (2011) Vine copulas with asymmetric tail dependence and applications to financial return data. In: Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance., 10-15 April, 2011, Maresias, Brazil.

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2010) Weighted scores method to analyze multivariate overdispersed count data. In: 2010 ENAR Spring Meeting, March 21-24 2010, New Orleans, USA.

Nikoloulopoulos, AK, Joe, H and Chaganty, NR (2010) Discretized multivariate normal distribution for modeling multivariate overdispersed count data. In: The 7th Conference on Multivariate Distributions with Applications, 8-13 August, 2010, Maresias, Brazil.

Nikoloulopoulos, AK, Joe, H and Li, H (2009) Tail dependence modelling and construction of multivariate extreme value copulas. In: Conference for the 50th anniversary of copula, 10-12 June, 2009, Lecce, Italy.

Nikoloulopoulos, AK, Joe, H and Li, H (2009) Applications of vine copulas with asymmetric tail dependence. In: 3rd Vine copula workshop, 15-16 December, 2009, Oslo, Norway.

Nikoloulopoulos, AK, Joe, H and Li, H (2009) Vine copulas with asymmetrical dependence and applications to financial data. In: 3nd International Computational Financial Econometrics conference, 29-31 October, 2009, Limassol, Cyprus.

Nikoloulopoulos, AK, Fortin, M, Genest, C and Rivest, L-P (2008) Predicting dependent binary outcomes through logistic regressions and copulas. In: SSC Annual Meeting, 25-30 May, 2008, Ottawa, Canada.

Karlis, D and Nikoloulopoulos, AK (2007) Copula functions for modelling multivariate binary data. In: 4th EMR-IBS Conference, 22-25 January. 2007, Eilat, Israel.

Nikoloulopoulos, AK (2007) Finite normal mixture copula for modelling multivariate discrete data: an application to communicable diseases. In: ISCB 28, 30 July - 2 August, 2007, Alexandroupolis, Greece.

Nikoloulopoulos, AK and Karlis, D (2007) Finite normal mixture copula for modelling multivariate discrete data. In: 6th Conference on Multivariate Distributions with Fixed Marginals and given dependence structure, 26-29 June, 2007, Tartu, Estonia.

Nikoloulopoulos, AK and Karlis, D (2007) Finite normal mixture copula for modelling multivariate discrete data. In: IAP Workshop pn Statistical Inference for Dependent Data, 26-27 April, 2007, Hasselt, Belgium.

Nikoloulopoulos, A. K. and Karlis, D. (2006) Modelling multivariate count data. In: 17th IASC COMPSTAT Symposium, Rome, Italy.

Nikoloulopoulos, AK and Karlis, D (2006) Modelling multivariate binary data using copula functions. In: 19th Panhelenic Confenrence in Statistics , April 2006, Kastoria, Greece.

Nikoloulopoulos, AK and Karlis, D (2005) Modelling multivariate count data. In: 25th European Meeting of Statisticians, 24-28 July, 2005, Oslo, Norway.

Nikoloulopoulos, AK and Karlis, D (2005) Modelling bivariate count data using copula functions. In: 3rd EMR-IBS Conference, 10-12 May, 2005, Corfu, Greece.

Nikoloulopoulos, AK and Karlis, D (2004) Fitting bivariate Archimedean copulas to earthquake data. In: 17th Panhelenic Conference in Statistics, 14-18 April, 2004, Lefkada, Greece.

Nikoloulopoulos, AK and Katsouyanni, K (2003) Meta-analysis of short term effects of air pollution in asthma admissions. In: 16th Panhelenic Confenrence in Statistics, 30 April-3 May, 2003, Kabala, Greece.

Software

Nikoloulopoulos, AK and Joe, H (2011) R package weightedScores: Weighted Scores method for regression models with dependent data. [Software]