Nonparametric universal copula modeling

DOI10.1002/ASMB.2503MaRDI QIDQ6576820zbMATH OpenFDO

Authors Subhadeep Mukhopadhyay, Emanuel Parzen

Publication date 23 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2503

zbMATH Keywords

automated mixed data algorithmBernoulli copula paradoxcopula statistical learningexploratory dependence modelingLP transformationspectral expansion

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A generic approach to nonparametric function estimation with mixed data
• A Primer on Copulas for Count Data
• Asymptotic normality of nonparametric tests for independence
• Contingency tables involving small numbers and the \(\chi^2\) test.
• Copula in a multivariate mixed discrete-continuous model
• Copula modeling: An introduction for practitioners
• Decentralized nonparametric multiple testing
• Dependence modeling with copulas
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimating the density of a copula function
• Estimation of copula models with discrete margins via Bayesian data augmentation
• Goodness-of-Fit Tests for Large Sparse Multinomial Distributions
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 47315 (Why is no real title available?)
• scientific article; zbMATH DE number 3038497 (Why is no real title available?)
• scientific article; zbMATH DE number 3104193 (Why is no real title available?)
• I-divergence geometry of probability distributions and minimization problems
• In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
• Large-scale mode identification and data-driven sciences
• Large-scale signal detection: a unified perspective
• Model-based clustering of Gaussian copulas for mixed data
• Modelling dependence
• Nonparametric estimation of copula functions for dependence modelling
• Pair copula constructions for multivariate discrete data
• Probit transformation for nonparametric kernel estimation of the copula density
• Tests of symmetry for bivariate copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Understanding Relationships Using Copulas

Cited in

(1)

• Grid-uniform copulas and rectangle exchanges: Bayesian model and inference for a rich class of copula functions

This page was built for publication: Nonparametric universal copula modeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6576820)