Karlis, Dimitris, Ntzoufras, Ioannis
Modelling football match outcomes is becoming increasingly popular nowadays for both team managers and betting funs. Most of the existing literature deals with modelling the number of goals scored by...
BRIJS, Tom, KARLIS, Dimitris, WETS, Geert
In previous research, significant effects of weather conditions on car crashes have been found. However, most studies use monthly or yearly data and only few studies are available analyzing the...
A Simulation Approach to Hierarchical Models (2007)
Petros Dellaportas, Dimitris Karlis
We deal with general mixture models of the form m(x) = R \Theta f(x j `)g(`)d`, where g(`) and m(x) are called mixing and mixed or compound densities respectively, and ` is called the mixing...
Analysis of defaulters' behaviour using the Poisson-mixture approach (2007)
Karlis, Dimitris, Rahmouni, Mohieddine
Credit scoring is of major interest to financial institutions as a mean of controlling their capital allocation and increasing their profitability. Classical credit-scoring approaches are based on a...
A Bayesian model for ranking hazardous road sites (2007)
BRIJS, Tom, WETS, Geert, KARLIS, Dimitris, VAN DEN BOSSCHE, Filip
Road safety has recently become a major concern in most modern societies. The identification of sites that are more dangerous than others (black spots) can help in better scheduling road safety...
A Bayesian model for ranking hazardous road sites (2007)
BRIJS, Tom, KARLIS, Dimitris, VAN DEN BOSSCHE, Filip, WETS, Geert
Road safety has recently become a major concern in most modern societies. The identification of sites that are more dangerous than others (black spots) can help in better scheduling road safety...
BRIJS, Kris, VANHOOF, Koen, BRIJS, Tom, KARLIS, Dimitris
Several researchers on country-of-origin (coo) have expressed their interest in knowing how consumers’ emotional reactions toward coo-cues affect product attitude formation. This paper shows how...
A model for identifying and ranking dangerous accident locations: a case study in Flanders (2006)
BRIJS, Tom, VAN DEN BOSSCHE, Filip, WETS, Geert, KARLIS, Dimitris
These days, road safety has become a major concern in most modern societies. In this respect, the determination of road locations that are more dangerous than others (black spots or also called sites...
GEURTS, Karolien, WETS, Geert, BRIJS, Tom, VANHOOF, Koen, KARLIS, Dimitris
Introduction: In this paper a sensitivity analysis is performed to investigate how big the impact would be on the current ranking of crash locations in Flanders (Belgium) when only taking into...
The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection (2005)
Panaretos, John, Psarakis, Stelios, Xekalaki, Evdokia, Karlis, Dimitris
The paper considers the problem of selecting one of two not necessarily nested competing regression models based on comparative evaluations of their abilities in each of two different issues: The...
Mixed Poisson Distributions (2005)
Karlis, Dimitris, Xekalaki, Evdokia
Mixed Poisson distributions have been used in a wide range of scientific fields for modeling non-homogeneous populations. This paper aims at reviewing the existing literature on Poisson mixtures by...
A multivariate Poisson mixture model for marketing applications (2004)
Manchanda, P, BRIJS, Tom, KARLIS, Dimitris, SWINNEN, Gilbert, VANHOOF, Koen, WETS, Geert
This paper describes a multivariate Poisson mixture model for clustering supermarket shoppers based on their purchase frequency in a set of product categories. The multivariate nature of the model...
A multivariate Poisson mixture model for marketing applications (2004)
Manchanda, P, BRIJS, Tom, KARLIS, Dimitris, SWINNEN, Gilbert, VANHOOF, Koen, WETS, Geert
This paper describes a multivariate Poisson mixture model for clustering supermarket shoppers based on their purchase frequency in a set of product categories. The multivariate nature of the model...
Statistical Modelling For Soccer Games: The Greek League (1998)
Dimitris Karlis, Ioannis Ntzoufras
In recent years, sports related industries have grown dramatically to record larger and larger revenues. Betting on the results of athletic competitions is very popular in all countries of the...
Kris Brijs, Koen Vanhoof, Tom Brijs, Dimitris Karlis
Abstract. Several researchers on country-of-origin (coo) have expressed their interest in knowing how consumers ’ emotional reactions toward coo-cues affect product attitude formation. This paper...
Finite mixtures of multivariate Poisson distributions with application (0000)
In the present paper we examine finite mixtures of multivariate Poisson distributions as an alternative class of models for multivariate count data. The proposed models allow for both overdispersion...
A Bayesian model for ranking hazardous road sites
Tom Brijs, Dimitris Karlis, Geert Wets
Road safety has recently become a major concern in most modern societies. The identification of sites that are more dangerous than others (black spots) can help in better scheduling road safety...
Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in R
Dimitris Karlis, Ioannis Ntzoufras
In this paper we present an R package called bivpois for maximum likelihood estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An...
A multivariate Poisson mixture model for marketing applications
Tom Brijs, Dimitris Karlis, Gilbert Swinnen, Koen Vanhoof, Geert Wets, Puneet Manchanda
An EM algorithm for multivariate Poisson distribution and related models
Multivariate extensions of the Poisson distribution are plausible models for multivariate discrete data. The lack of estimation and inferential procedures reduces the applicability of such models. In...
Copula model evaluation based on parametric bootstrap
Nikoloulopoulos, Aristidis K., Karlis, Dimitris
Copulas are used to model multivariate data as they account for the dependence structure and provide a flexible representation of the multivariate distribution. A great number of copulas has been...
Treating missing values in INAR(1) models
Andersson, Jonas, Karlis, Dimitris
Time series models for count data have found increased interest in recent days. The existing literature refers to the case of data that have been fully observed. In the present paper, methods for...
On Testing for the Number of Components in a Mixed Poisson Model
Dimitris Karlis, Evdokia Xekalaki
Poisson mixture, k-finite mixture, number of components, likelihood ratio test, resampling,
ML estimation for multivariate shock models via an EM algorithm
Multivariate reduction, Marshall-Olkin distribution, maximum likelihood estimation,
The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection
Panaretos, John, Psarakis, Stelios, Xekalaki, Evdokia, Karlis, Dimitris
The paper considers the problem of selecting one of two not necessarily nested competing regression models based on comparative evaluations of their abilities in each of two different issues: The...
An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
The Normal-Inverse Gaussian distribution arises as a Normal variance-mean mixture with an Inverse Gaussian mixing distribution. This article deals with Maximum Likelihood estimation of the parameters...
A note on the exponential Poisson distribution: A nested EM algorithm
An EM type algorithm for estimating the parameters of the exponential Poisson distribution has recently been proposed. This algorithm uses a Newton Raphson approach at the M-step. An alternative...
Finite mixtures of multivariate Poisson distributions with application
In the present paper we examine finite mixtures of multivariate Poisson distributions as an alternative class of models for multivariate count data. The proposed models allow for both overdispersion...