Modeling conditional and marginal association in contingency tables
We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows, in contrast to finite partition-of-unity copulas, for tail-dependence as well as for asymmetry. A possibility of fitting such copulas to real data from quantitative risk management is also pointed out.
If conditional independence constraints define a family of positive distributions that is log-convex then this family turns out to be a Markov model over an undirected graph. This is proved for the distributions on products of finite sets and for the regular Gaussian ones. As a consequence, the assertion known as Brook factorization theorem, Hammersley–Clifford theorem or Gibbs–Markov equivalence is obtained.
In model search procedures for multidimensional contingency tables many different measures are used for decision for the goodness of model search, for instance , AIC or . Simulation studies should give us an insight into the behaviour of the measures with respect to the data, the sample size, the number of degrees of freedom and the probability given distribution. To this end different log-linear models for 3-dimensional contingency tables were given and then 1,000 contingency tables were simulated...
This paper suggests several models that describe the symmetry and asymmetry structure of each subdimension for the multiway square contingency table with ordered categories. A classical three-way categorical example is examined to illustrate the model results. These models analyze the subsymmetric and asymetric structure of the table.
Dans cet article, on donne l'expression numérique du protocole additif de référence sur le croisement pondéré de deux facteurs, pour d'une part un protocole multinumérique, d'autre part un tableau de contingence ternaire. On donne un algorithme de calcul et on montre que, pour un tableau de contingence ternaire, la mesure additive de référence s'obtient à partir de l'analyse des correspondances d'un tableau marginal binaire en mettant en éléments supplémentaires les deux autres tableaux marginaux...
For the analysis of square contingency tables, Caussinus (1965) proposed the quasi-symmetry model and gave the theorem that the symmetry model holds if and only if both the quasi-symmetry and the marginal homogeneity models hold. Bishop, Fienberg and Holland (1975, p.307) pointed out that the similar theorem holds for three-way tables. Bhapkar and Darroch (1990) gave the similar theorem for general multi-way tables. The purpose of this paper is (1) to review some topics on various symmetry models,...
Any bivariate cdf is bounded by the Fréchet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the Lorenz curve, and can be used in goodness-of-fit assesment. Any random variable can be expanded in terms of some functions related to this bound. The Bayes approach in comparing two proportions can be presented as the problem of choosing a parametric...