Corpus ID: 197431329

Factor copula models for mixed data

@article{Kadhem2019FactorCM,
  title={Factor copula models for mixed data},
  author={Sayed H. Kadhem and Aristidis K. Nikoloulopoulos},
  journal={arXiv: Methodology},
  year={2019}
}

• Sayed H. Kadhem, Aristidis K. Nikoloulopoulos
• Published 2019
• Mathematics
• arXiv: Methodology

We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric and non-linear dependence. They can be explained as conditional independence models with latent variables that don't necessarily have an additive latent structure. We focus on important issues that would interest the social data analyst, such as model… Expand

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