Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas

DOI10.1007/s10182-021-00405-9zbMath1480.62086OpenAlexW3172617277MaRDI QIDQ2058546

Alessandro Barbiero

Publication date: 9 December 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-021-00405-9

zbMATH Keywords

copulaMonte Carlo simulationFréchet boundsordinal variableslatent modelattainable correlations

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• R
• prefmod
• MultiOrd
• QRM
• GenOrd
• CUB
• CopulaModel

Cites Work

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• A method for multivariate ordinal data generation given marginal distributions and correlations
• Range of correlation matrices for dependent Bernoulli random variables
• Measures of Association for Cross Classifications
• Inducing Any Feasible Level of Correlation to Bivariate Data With Any Marginals

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