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Activity Number:
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348
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 6, 2008 : 8:30 AM to 10:20 AM
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Sponsor:
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Biometrics Section
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| Abstract - #302057 |
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Title:
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Modeling Count Data with Copulas: Shall We?
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Author(s):
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Johanna Neslehova*+ and Christian Genest
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Companies:
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ETH Zurich and Université Laval
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Address:
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Departement Mathematik, Zurich, International, 8092, Switzerland
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Keywords:
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copula ; discrete distribution ; kendall's tau ; spearman's rho ; count data
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Abstract:
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Various facts will be reviewed about copulas linking discrete distributions. It will be shown that the possibility of ties resulting from atoms in the probability distribution invalidates various familiar relations that lie at the root of copula theory in the continuous case. The talk will highlight some of the dangers and limitations of undiscriminating transposition of modeling and inference practices from the continuous setting to the discrete one.
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