Inference for copula modeling of discrete data: a cautionary tale and some facts
In this note, we elucidate some of the mathematical, statistical and epistemological issues involved in using copulas to model discrete data. We contrast the possible use of (nonparametric) copula methods versus the problematic use of parametric copula models. For the latter, we stress, among other...
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| Format: | Article |
| Language: | English |
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De Gruyter
2017-01-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2017-0008 |