Assessing copula models for mixed continuous-ordinal variables

DOI10.1515/DEMO-2024-0001MaRDI QIDQ6588433zbMATH OpenFDO

Authors Shenyi Pan, Harry Joe

Publication date 15 August 2024

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/DEMO-2024-0001

zbMATH Keywords

empirical beta copulaKullback-Leibler divergencelocation-scale mixture modelsnormal scoresordinal regressionparametric copulapolyserial correlation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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Cites work

• A Primer on Copulas for Count Data
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
• Dependence modeling with copulas
• Factor copula models for item response data
• Factor copula models for mixed data
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Maximum likelihood estimation for mixed continuous and categorical data with missing values
• Maximum likelihood estimation of the polychoric correlation coefficient
• Prediction based on conditional distributions of vine copulas
• Tail order and intermediate tail dependence of multivariate copulas
• The empirical beta copula
• The location model for mixtures of categorical and continuous variables
• The polyserial correlation coefficient

Cited in

(3)

• Analysis of ordinal and continuous longitudinal responses using pair copula construction
• Approximating Gaussian Copula models for count time series: connecting the distributional transform and a continuous extension
• Interval-conditioned quantiles of bivariate copulas

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