Inference for copula modeling of discrete data: a cautionary tale and some facts

• Autorzy: Olivier P. Faugeras
• Języki publikacji: EN

Abstrakty

EN

In this note, we elucidate some of the mathematical, statistical and epistemological issues involved in using copulas to model discrete data. We contrast the possible use of (nonparametric) copula methods versus the problematic use of parametric copula models. For the latter, we stress, among other issues, the possibility of obtaining impossible models, arising from model misspecification or unidentifiability of the copula parameter.

Słowa kluczowe

EN

copula; discrete data; parametric model; statistical inference; unidentifiability

Kategorie tematyczne

• 62H12: Estimation
• 62A01: Foundations and philosophical topics
• 62H20: Measures of association (correlation, canonical correlation, etc.)

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2017
• Tom: 5
• Numer: 1
• Strony: 121-132

Daty

wydano

2017-01-26

otrzymano

2016-12-20

zaakceptowano

2017-06-05

online

2017-06-27

Twórcy

autor

Olivier P. Faugeras

• ,

Identyfikatory

DOI

10.1515/demo-2017-0008