The trivariate wrapped Cauchy copula
Fuente:
arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866912684151144448 |
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| author | Kato, Shogo Ley, Christophe Loizidou, Sophia Mardia, Kanti V. |
| author_facet | Kato, Shogo Ley, Christophe Loizidou, Sophia Mardia, Kanti V. |
| contents | In this paper, we propose a new flexible distribution for data on the three-dimensional torus which we call a trivariate wrapped Cauchy copula. Our trivariate copula has several attractive properties. It has a simple form of density and desirable modality properties. Its parameters allow for an adjustable degree of dependence between every pair of variables and these can be easily estimated. The conditional distributions of the model are well studied bivariate wrapped Cauchy distributions. Furthermore, the distribution can be easily simulated. Parameter estimation via maximum likelihood for the distribution is given and we highlight the simple implementation procedure to obtain these estimates. We illustrate our trivariate wrapped Cauchy copula on data from protein bioinformatics of conformational angles. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_10824 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The trivariate wrapped Cauchy copula Kato, Shogo Ley, Christophe Loizidou, Sophia Mardia, Kanti V. Methodology 62H11 In this paper, we propose a new flexible distribution for data on the three-dimensional torus which we call a trivariate wrapped Cauchy copula. Our trivariate copula has several attractive properties. It has a simple form of density and desirable modality properties. Its parameters allow for an adjustable degree of dependence between every pair of variables and these can be easily estimated. The conditional distributions of the model are well studied bivariate wrapped Cauchy distributions. Furthermore, the distribution can be easily simulated. Parameter estimation via maximum likelihood for the distribution is given and we highlight the simple implementation procedure to obtain these estimates. We illustrate our trivariate wrapped Cauchy copula on data from protein bioinformatics of conformational angles. |
| title | The trivariate wrapped Cauchy copula |
| topic | Methodology 62H11 |
| url | https://arxiv.org/abs/2401.10824 |