Inference for copula modeling of discrete data: a cautionary tale and some facts
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Publication:1616353
DOI10.1515/demo-2017-0008zbMath1404.62063OpenAlexW2724114697MaRDI QIDQ1616353
Publication date: 1 November 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2017-0008
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (8)
Copula modeling for discrete random vectors ⋮ On a distribution form of subcopulas ⋮ Copula modeling from Abe Sklar to the present day ⋮ Mixture copulas with discrete margins and their application to imbalanced data ⋮ Generalised joint regression for count data: a penalty extension for competitive settings ⋮ Functional, randomized and smoothed multivariate quantile regions ⋮ On metric spaces of subcopulas ⋮ Central limit theorem for subcopulas under the Manhattan distance
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