In this article we present an innovative technique to construct a multivariate distribution from margins described by CUB models. In particular, we use the Plackett distribution as a copula function, and we apply the discrete vine pair copula construction method to achieve a computational efficient solution. The proposed approach will be applied to model the importance of three key drivers of extra-virgin oil consumption in Italy.
Joint modelling of ordinal data: a copula based approach / Corduas, M.. - 1:(2018), pp. 85-92.
Joint modelling of ordinal data: a copula based approach
CORDUAS, M.
2018
Abstract
In this article we present an innovative technique to construct a multivariate distribution from margins described by CUB models. In particular, we use the Plackett distribution as a copula function, and we apply the discrete vine pair copula construction method to achieve a computational efficient solution. The proposed approach will be applied to model the importance of three key drivers of extra-virgin oil consumption in Italy.File in questo prodotto:
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