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A Copula-Based Model for Analyzing Bivariate Offense Data

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  • Dimuthu Fernando

    (Department of Statistics, Grand Valley State University, Allendale, MI 49401, USA)

  • Wimarsha Jayanetti

    (Department of Statistics, Grand Valley State University, Allendale, MI 49401, USA)

Abstract

We developed a class of bivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and Negative Binomial marginals. Cross-sectional dependence is modeled via a bivariate Gaussian copula, allowing for both positive and negative correlations and providing a flexible dependence structure. Model parameters are estimated using likelihood-based inference, where the bivariate Gaussian copula integral is evaluated through standard randomized Monte Carlo methods. The proposed approach is illustrated through an application to offense data from New South Wales, Australia, demonstrating its effectiveness in capturing complex dependence patterns.

Suggested Citation

  • Dimuthu Fernando & Wimarsha Jayanetti, 2025. "A Copula-Based Model for Analyzing Bivariate Offense Data," Stats, MDPI, vol. 8(4), pages 1-16, November.
  • Handle: RePEc:gam:jstats:v:8:y:2025:i:4:p:111-:d:1797961
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