A primer on copulas for count data. (English) Zbl 1274.62398
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.
MSC:
| 62H20 | Measures of association (correlation, canonical correlation, etc.) |
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