We propose a method of constructing 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 sets of parameters: the dependence parameter and the marginal parameter. To estimate the dependence parameter, a conditional inference together with a sampling procedure is established and is shown to provide a consistent estimator of the dependence parameter. Illustrative examples of data analyses involving penguins and earthquakes are presented.
翻译:我们提出了一种构建混合域数据联合统计模型以分析其依赖性的方法。多元高斯模型和对数线性模型是所提出模型的特例。研究表明,在相当弱的条件下,定义该模型的泛函方程具有唯一解。该模型由两组正交参数刻画:依赖参数和边际参数。为估计依赖参数,我们建立了一种结合抽样过程的条件推断方法,并证明其能提供依赖参数的一致估计。文中还给出了涉及企鹅和地震数据的示例分析。