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Untersuchung asymptotischer Eigenschaften von Schätzern diskreter bivariater Copula Modelle mit Kovariablen

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  • Meinel, Nina

Abstract

Diskrete Copula Modelle bilden die Abhängigkeiten zwischen multiplen kategorialen Responses sowie die Einflüsse von Kovariablen auf die jeweiligen Responses ab. In einer Simulationsstudie soll das Verhalten von Schätzern diskreter Copula Modelle bei unterschiedlichen Strukturen der Kovariablen untersucht werden. Insbesondere wird Schiefe in der Verteilung der Kovariablen und das Problem der Multikollinearität zwischen den Kovariablengruppen der einzelnen Responses betrachtet.

Suggested Citation

  • Meinel, Nina, 2007. "Untersuchung asymptotischer Eigenschaften von Schätzern diskreter bivariater Copula Modelle mit Kovariablen," Discussion Papers 82/2007, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    • Handle: RePEc:zbw:faucse:822007
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    References listed on IDEAS

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