We propose a method to construct a joint statistical model for mixed-domain data to analyze their dependence. Multivariate Gaussian and log-linear models are particular examples of the proposed model. It is shown that the functional equation defining the model has a unique solution under fairly weak conditions. The model is characterized by two orthogonal parameters: the dependence parameter and the marginal parameter. To estimate the dependence parameter, a conditional inference together with a sampling procedure is proposed and is shown to provide a consistent estimator. Illustrative examples of data analyses involving penguins and earthquakes are presented.
翻译:我们提出一种构建混合域数据联合统计模型的方法,以分析它们的依赖关系。多元高斯模型和对数线性模型是该模型的特例。研究表明,在相当宽松的条件下,定义该模型的函数方程具有唯一解。该模型由两个正交参数刻画:依赖参数和边缘参数。为估计依赖参数,我们提出了结合条件推断与采样过程的估计方法,并证明该估计量具有一致性。最后给出了涉及企鹅和地震的数据分析实例。