Seminar Details

Seminar Details


Tuesday

Dec 2

3:00 pm

Semiparametric Copula Models for Diverse Types of Dependent Data

Xiaoyue Niu

General Exam

University of Washington - Department of Statistics

In multivariate analysis, we are often interested in studying the dependence structure among diverse types of data, including continuous, ordinal, and non-ordered categorical data. One approach to analyze these data is using copula models. In this talk, I will discuss a method extending copula models to mixed continuous and ordinal data and study its asymptotic properties. Then I will introduce a new model incorporating copula models and model-based clustering ideas to deal with mixed continuous, ordinal and categorical data. I will show some preliminary simulation results and a toy example. Finally I will discuss some future work.