Modelling count data via copulas

DOI10.1080/02331888.2020.1867140zbMATH Open1472.62074arXiv2012.02021OpenAlexW3120760714MaRDI QIDQ4987237FDOQ4987237

Authors: Hadi Safari-Katesari, S. Yaser Samadi, Samira Zaroudi 

Publication date: 29 April 2021

Published in: Statistics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2012.02021

Recommendations

• Modeling multivariate count data using copulas
• A Primer on Copulas for Count Data
• Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
• Copula modeling for discrete random vectors
• Bounds on Spearman's rho when at least one random variable is discrete

zbMATH Keywords

copulaSpearman's rhobivariate measure of associationconcordance discordance dependence

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• Dependence modeling with copulas
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Primer on Copulas for Count Data
• An introduction to copulas.
• Title not available (Why is that?)
• On the empirical multilinear copula process for count data
• Constraints on concordance measures in bivariate discrete data
• Modeling multivariate count data using copulas
• On rank correlation measures for non-continuous random variables
• On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
• On a Measure of Dependence Between two Random Variables
• Measures of Association for Cross Classifications
• THE TREATMENT OF TIES IN RANKING PROBLEMS
• Correlation and dependence
• Title not available (Why is that?)
• Inequalities for distributions with given marginals
• Concordance measures for multivariate non-continuous random vectors
• The theory and applications of statistical inference functions
• Partial orderings of permutations and monotonicity of a rank correlation statistic
• Tests of multivariate independence for ordinal data
• Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
• The Estimation and Comparison of Strengths of Association in Contingency Tables
• On the properties of some nonparametric concordance measures in the discrete case
• Covariate-adjusted Spearman's rank correlation with probability-scale residuals
• An algorithm for generating correlated random variables in a class of infinitely divisible distributions
• Testing for independence in arbitrary distributions
• Simulating dependent discrete data

Cited In (10)

• Modeling multivariate count data using copulas
• A revisit of the modified Celebioglu-Cuadras copula
• On the Gumbel-Barnett extended Celebioglu-Cuadras copula
• Modelling correlated count data with covariates
• Bivariate Mixed Poisson Regression Models with Varying Dispersion
• Copula Analysis of Correlated Counts
• Copula deep learning control chart for multivariate zero inflated count response variables
• Semi-parametric copula sample selection models for count responses
• A Primer on Copulas for Count Data
• On the Correlation Structure of Gaussian Copula Models for Geostatistical Count Data

Uses Software

• CopulaModel

This page was built for publication: Modelling count data via copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4987237)