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Activity Number:
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69
- Modern Statistical Methods for Multi-Scale and Time Series Data
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Type:
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Contributed
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Date/Time:
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Sunday, July 30, 2017 : 4:00 PM to 5:50 PM
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Sponsor:
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International Indian Statistical Association
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Abstract #324936
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Title:
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Modeling and Analyzing Familial Binary Data Using Vines and Pair-Copula Constructions
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Author(s):
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N. Rao Chaganty* and Yihao Deng
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Companies:
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Old Dominion University and
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Keywords:
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Familial ;
pair-copula ;
binary data ;
vines ;
multivariate ;
dependence
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Abstract:
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Constructions of multivariate models for analyzing familial binary data are very complex due to the various dependencies between family members. These models usually have parameters that are subject to stringent constraints, which make it challenging to obtain feasible estimates from the data. Recently, vines and pair-copula constructions are being employed to construct multivariate models for discrete data. These models break the dependence structure by using vines and use bivariate or pair-copulas as "building bricks" to generate appropriate multivariate distributions. In this talk, we will discuss pair-copula methods to model the complicated structure and dependence in familiar data analysis. Real life familial data will be used to illustrate our models and estimation procedures.
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Authors who are presenting talks have a * after their name.
