Publicación: A FLEXIBLE CLAYTON-LIKE SPATIAL COPULA WITH APPLICATION TO BOUNDED SUPPORT DATA
Fecha
2023
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JOURNAL OF MULTIVARIATE ANALYSIS
Resumen
THE GAUSSIAN COPULA IS A POWERFUL TOOL THAT HAS BEEN WIDELY USED TO MODEL SPATIAL AND/OR
TEMPORAL CORRELATED DATA WITH ARBITRARY MARGINAL DISTRIBUTIONS. HOWEVER, THIS KIND OF MODEL
CAN POTENTIALLY BE TOO RESTRICTIVE SINCE IT EXPRESSES A REFLECTION SYMMETRIC DEPENDENCE. IN THIS
PAPER, WE PROPOSE A NEW SPATIAL COPULA MODEL THAT MAKES IT POSSIBLE TO OBTAIN RANDOM FIELDS
WITH ARBITRARY MARGINAL DISTRIBUTIONS WITH A TYPE OF DEPENDENCE THAT CAN BE REFLECTION SYMMETRIC
OR NOT.
Descripción
Palabras clave
Reflection Asymmetry, Composite likelihood, Beta random fields, Archimedean Copula
