On the empirical multilinear copula process for count data

From MaRDI portal
Publication:396007

DOI10.3150/13-BEJ524zbMath1365.62221arXiv1407.1200OpenAlexW3104996773MaRDI QIDQ396007

Johanna G. Nešlehová, Bruno Rémillard, Christian Genest

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1200




Related Items

Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studiesInference for copula modeling of discrete data: a cautionary tale and some factsCopula modeling for discrete random vectorsOn a multivariate copula-based dependence measure and its estimationA maximum entropy copula model for mixed data: representation, estimation and applicationsConvergence results for patchwork copulasStat trek. An interview with Christian GenestSome copula inference procedures adapted to the presence of tiesCopulas checker-type approximations: Application to quantiles estimation of sums of dependent random variablesNew goodness-of-fit diagnostics for conditional discrete response modelsExtensions of subcopulasDistributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample processEstimating checkerboard approximations with sample d-copulasRank correlation under categorical confoundingOn the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variablesPartial identification of latent correlations with ordinal dataTests of independence and randomness for arbitrary data using copula-based covariancesCopula modeling from Abe Sklar to the present dayTesting Asymmetry in Dependence with Copula-CoskewnessWhen uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographsSpearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's betaOn exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variablesThe empirical beta copulaGeometry of discrete copulasAsymptotic behavior of the empirical multilinear copula process under broad conditionsEstimating scale-invariant directed dependence of bivariate distributionsSubsampling (weighted smooth) empirical copula processesDensity ratio model for multivariate outcomesModelling count data via copulasTests of serial dependence for multivariate time series with arbitrary distributionsA typical copula is singularMaximal coupling of empirical copulas for discrete vectors



Cites Work