An invitation to coupling and copulas: with applications to multisensory modeling

DOI10.1016/J.JMP.2016.02.004zbMATH Open1396.91639arXiv1511.05303OpenAlexW2963488644MaRDI QIDQ334448FDOQ334448

Authors: Hans Colonius 

Publication date: 1 November 2016

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Abstract: This paper presents an introduction to the stochastic concepts of emph{coupling} and emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same probability space, whereas a copula is a function that joins a multivariate distribution to its one-dimensional margins. Their role in stochastic modeling is illustrated by examples from multisensory perception. Pointers to more advanced and recent treatments are provided.

Full work available at URL: https://arxiv.org/abs/1511.05303

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zbMATH Keywords

copulacouplingmultisensoryrace modeltime window of integration model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to psychology (62P15) Psychophysics and psychophysiology; perception (91E30)

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Cited In (4)

• Bayesian estimation of Kendall's \(\tau\) using a latent normal approach
• Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ
• Dependency in multisensory integration: a copula-based analysis
• Bayesian Inference for Kendall’s Rank Correlation Coefficient

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