A Primer on Copulas for Count Data

Christian Genest and Johanna Nešlehová

ASTIN Bulletin, 2007, vol. 37, issue 2, 475-515

Abstract: The authors review various facts about copulas linking discrete distributions. They show how the possibility of ties that results from atoms in the probability distribution invalidates various familiar relations that lie at the root of copula theory in the continuous case. They highlight some of the dangers and limitations of an undiscriminating transposition of modeling and inference practices from the continuous setting into the discrete one.

Date: 2007
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