In this article, we investigate the problem of modelling multivariate ordinal data with CUB margins. This is a convex Combination of a discrete Uniform and a shifted Binomial distribution useful for representing evaluation data. Specifically, we consider the pair copula construction technique based on the D-vine approach. We discuss how the Plackett's distribution can be used in that algorithm in order to derive a multivariate distribution having CUB margins.
Modelling correlated ordinal data by a copula approach / Corduas, Marcella. - 2:(2015), pp. 71-74.
Modelling correlated ordinal data by a copula approach
CORDUAS
2015
Abstract
In this article, we investigate the problem of modelling multivariate ordinal data with CUB margins. This is a convex Combination of a discrete Uniform and a shifted Binomial distribution useful for representing evaluation data. Specifically, we consider the pair copula construction technique based on the D-vine approach. We discuss how the Plackett's distribution can be used in that algorithm in order to derive a multivariate distribution having CUB margins.File in questo prodotto:
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