On the empirical multilinear copula process for count data

DOI10.3150/13-BEJ524MaRDI QIDQ396007zbMATH OpenOpenAlexFDO

Authors Johanna Nešlehová, Christian Genest, Bruno Rémillard

Publication date 8 August 2014

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.1200, https://projecteuclid.org/euclid.bj/1402488942

zbMATH Keywords

contingency tablecount dataempirical processKendall's tauSpearman's rhotest of independencecheckerboard copulamultilinear extension copulamid-ranksSpearsman's rho

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Abstract: Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula that results from the application of this technique to the classical empirical copula is either called the multilinear or the checkerboard copula. As shown by Genest and Nev{s}lehov'{a} (Astin Bull. 37 (2007) 475-515) and Nev{s}lehov'{a} (J. Multivariate Anal. 98 (2007) 544-567), this copula plays a central role in characterizing dependence concepts in discrete random vectors. In this paper, the authors establish the asymptotic behavior of the empirical process associated with the multilinear copula based on $d$-variate count data. This empirical process does not generally converge in law on the space $mathcalC([0,1{]}^d)$ of continuous functions on $[0,1{]}^d$, equipped with the uniform norm. However, the authors show that the process converges in $mathcalC(K)$ for any compact $KsubsetmathcalO$, where $mathcalO$ is a dense open subset of $[0,1{]}^d$, whose complement is the Cartesian product of the ranges of the marginal distribution functions. This result is sufficient to deduce the weak limit of many functionals of the process, including classical statistics for monotone trend. It also leads to a powerful and consistent test of independence which is applicable even to sparse contingency tables whose dimension is sample size dependent.

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Cited in

(37)

• A maximum entropy copula model for mixed data: representation, estimation and applications
• Asymptotic behavior of the empirical multilinear copula process under broad conditions
• On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables
• On a multivariate copula-based dependence measure and its estimation
• Estimating checkerboard approximations with sample \(d\)-copulas
• Some copula inference procedures adapted to the presence of ties
• Kendall's tau and Spearman's rho for \(n\)-dimensional Archimedean copulas and their asymptotic properties
• Modelling count data via copulas
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• Partial identification of latent correlations with ordinal data
• On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
• Rank correlation under categorical confounding
• Geometry of discrete copulas
• Density ratio model for multivariate outcomes
• Distributions associated to the counting techniques of the \(d\)-sample copula of order \(m\) and weak convergence of the sample process
• Testing asymmetry in dependence with copula-coskewness
• On the asymptotic covariance of the multivariate empirical copula process
• Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
• Extensions of subcopulas
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
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• Tie-Break Bootstrap for Nonparametric Rank Statistics
• Estimating scale-invariant directed dependence of bivariate distributions
• Copula modeling from Abe Sklar to the present day
• Tests of independence and randomness for arbitrary data using copula-based covariances
• Nonparametric estimator of the tail dependence coefficient: balancing bias and variance
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• New goodness-of-fit diagnostics for conditional discrete response models
• On the Correlation Structure of Gaussian Copula Models for Geostatistical Count Data
• Convergence results for patchwork copulas
• The empirical beta copula
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• Tests of serial dependence for multivariate time series with arbitrary distributions
• Subsampling (weighted smooth) empirical copula processes
• Copula modeling for discrete random vectors
• A typical copula is singular

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