Copula modeling for discrete random vectors
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Publication:830311
DOI10.1515/demo-2020-0022zbMath1460.62071OpenAlexW3118257185MaRDI QIDQ830311
Publication date: 7 May 2021
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2020-0022
copulaiterative proportional fittingbivariate Bernoulli distributiondiscrete random vectorYule's colligation coefficient
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Contingency tables (62H17)
Related Items (4)
Copula modeling from Abe Sklar to the present day ⋮ Mixture copulas with discrete margins and their application to imbalanced data ⋮ Central limit theorem for subcopulas under the Manhattan distance ⋮ Tests of serial dependence for multivariate time series with arbitrary distributions
Uses Software
Cites Work
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