Modelling count data via copulas
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Publication:4987237
Abstract: Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective tool to measure the degree of dependence between two random variables. In this paper, we derived the population version of Spearman's rho correlation via copulas when both random variables are discrete. The closed-form expressions of the Spearman correlation are obtained for some copulas of simple structure such as Archimedean copulas with different marginal distributions. We derive the upper bound and the lower bound of the Spearman's rho for Bernoulli random variables. Then, the proposed Spearman's rho correlations are compared with their corresponding Kendall's tau values. We characterize the functional relationship between these two measures of dependence in some special cases. An extensive simulation study is conducted to demonstrate the validity of our theoretical results. Finally, we propose a bivariate copula regression model to analyze the count data of a emph{cervical cancer} dataset.
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- Modeling multivariate count data using copulas
- On the Gumbel-Barnett extended Celebioglu-Cuadras copula
- Copula deep learning control chart for multivariate zero inflated count response variables
- Copula Analysis of Correlated Counts
- A revisit of the modified Celebioglu-Cuadras copula
- Modelling correlated count data with covariates
- Semi-parametric copula sample selection models for count responses
- Bivariate Mixed Poisson Regression Models with Varying Dispersion
- A Primer on Copulas for Count Data
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