Multivariate extensions of CUB (Combination of discrete Uniform and shifted Binomial) models via copulas face severe computational challenges due to the high number of terms required to evaluate the joint probability mass function. In this study, we propose a pairwise likelihood approach to overcome these limitations by focusing on bivariate marginal distributions. The methodology involves a two-step estimation procedure: individual bivariate models are fitted for each pair, and the resulting estimates are then summarized to obtain the parameters of the full joint model. Simulation results using Archimedean copulas demonstrate that the method is computationally efficient and provides accurate parameter estimates.

Ventura, M., Karlis, D., Jacques, J., Zuccolotto, P., Estimation of High-Dimensional Copula-Based CUB Models Using Composite Likelihood, in Studies in Classification, Data Analysis, and Knowledge Organization, (Milano, 14-16 July 2026), Springer Science and Business Media Deutschland GmbH, Cham 2026: 285-292. [10.1007/978-3-032-32009-4_35] [https://hdl.handle.net/10807/350657]

Estimation of High-Dimensional Copula-Based CUB Models Using Composite Likelihood

Ventura, Matteo
Primo
;
2026

Abstract

Multivariate extensions of CUB (Combination of discrete Uniform and shifted Binomial) models via copulas face severe computational challenges due to the high number of terms required to evaluate the joint probability mass function. In this study, we propose a pairwise likelihood approach to overcome these limitations by focusing on bivariate marginal distributions. The methodology involves a two-step estimation procedure: individual bivariate models are fitted for each pair, and the resulting estimates are then summarized to obtain the parameters of the full joint model. Simulation results using Archimedean copulas demonstrate that the method is computationally efficient and provides accurate parameter estimates.
2026
Inglese
Studies in Classification, Data Analysis, and Knowledge Organization
IFCS 2026
Milano
14-lug-2026
16-lug-2026
9783032320094
Springer Science and Business Media Deutschland GmbH
Ventura, M., Karlis, D., Jacques, J., Zuccolotto, P., Estimation of High-Dimensional Copula-Based CUB Models Using Composite Likelihood, in Studies in Classification, Data Analysis, and Knowledge Organization, (Milano, 14-16 July 2026), Springer Science and Business Media Deutschland GmbH, Cham 2026: 285-292. [10.1007/978-3-032-32009-4_35] [https://hdl.handle.net/10807/350657]
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/350657
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact