arXiv 21 Aug 2021 · Mathematics — Statistics Theory · publishedJournal of nonparametric statistics (2022) · 1 citations (OpenAlex)
arXiv:2108.09438 · PDF · DOI · OpenAlex · Extracted main text
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete or continuous variables in a fully automated manner; (ii) it yields a bonafide density estimate with intepretable parameters. By `bonafide' we mean the estimate guarantees to be a non-negative function, integrates to 1; and (iii) it plays a unifying role in our understanding of a large class of statistical methods. Our approach utilizes modern machinery of nonparametric statistics to represent and approximate log-copula density function via LP-Fourier transform. Several real-data examples are also provided to explore the key theoretical and practical implications of the theory.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Mukhopadhyay, S. and E. Parzen (2020) Nonparametric universal copula modeling | 0.941 | 6 | 3 | 83% |
| agresti2014 | unmatched citation key agresti2014 | 0.644 | 2 | 2 | 100% |
| goodman1991 | unmatched citation key goodman1991 | 0.585 | 3 | 1 | 100% |
| 4 | S. Mukhopadhyay, E. Parzen. and S. N. Lahiri (2012) From data to constraints | 0.511 | 3 | 2 | 33% |
| good96 | unmatched citation key good96 | 0.511 | 2 | 1 | 100% |
| Benzecri91 | unmatched citation key Benzecri91 | 0.405 | 1 | 1 | 100% |
| D13a | unmatched citation key D13a | 0.405 | 1 | 1 | 100% |
| D21discrete | unmatched citation key D21discrete | 0.405 | 1 | 1 | 100% |
| D22ADM | unmatched citation key D22ADM | 0.405 | 1 | 1 | 100% |
| Deep17LPMode | unmatched citation key Deep17LPMode | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 41 scored citations. 8 of these could not be matched to a bibliography entry, so only the citation key is shown.