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Invariant Modeling for Joint Distributions

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  • Christopher P. Chambers
  • Yusufcan Masatlioglu
  • Ruodu Wang

Abstract

A common theme underlying many problems in statistics and economics involves the determination of a systematic method of selecting a joint distribution consistent with a specified list of categorical marginals, some of which have an ordinal structure. We propose guidance in narrowing down the set of possible methods by introducing Invariant Aggregation (IA), a natural property that requires merging adjacent categories in one marginal not to alter the joint distribution over unaffected values. We prove that a model satisfies IA if and only if it is a copula model. This characterization ensures i) robustness against data manipulation and survey design, and ii) allows seamless incorporation of new variables. Our results provide both theoretical clarity and practical safeguards for inference under marginal constraints.

Suggested Citation

  • Christopher P. Chambers & Yusufcan Masatlioglu & Ruodu Wang, 2025. "Invariant Modeling for Joint Distributions," Papers 2509.15165, arXiv.org, revised Oct 2025.
    • Handle: RePEc:arx:papers:2509.15165
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