Replication Data for: Normal Mode Copulas for Nonmonotonic Dependence (doi:10.7910/DVN/X94ITA)

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Document Description

Citation

Title:

Replication Data for: Normal Mode Copulas for Nonmonotonic Dependence

Identification Number:

doi:10.7910/DVN/X94ITA

Distributor:

Harvard Dataverse

Date of Distribution:

2023-12-20

Version:

1

Bibliographic Citation:

Fukumoto, Kentaro, 2023, "Replication Data for: Normal Mode Copulas for Nonmonotonic Dependence", https://doi.org/10.7910/DVN/X94ITA, Harvard Dataverse, V1

Study Description

Citation

Title:

Replication Data for: Normal Mode Copulas for Nonmonotonic Dependence

Identification Number:

doi:10.7910/DVN/X94ITA

Authoring Entity:

Fukumoto, Kentaro (Gakushuin University)

Producer:

<i>Political Analysis</i>

Distributor:

Harvard Dataverse

Access Authority:

Fukumoto, Kentaro

Depositor:

Fukumoto, Kentaro

Date of Deposit:

2023-10-12

Holdings Information:

https://doi.org/10.7910/DVN/X94ITA

Study Scope

Keywords:

Social Sciences, asymmetricity, coalition government, duration, government formation, joint distribution, sine function, trigonometric function

Abstract:

Copulas are helpful in studying joint distributions of two variables, in particular, when confounders are unobserved. However, most conventional copulas cannot model joint distributions where one variable does not increase or decrease in the other in a monotonic manner. For instance, suppose that two variables are linearly positively correlated for one type of unit and negatively for another type of unit. If the type is unobserved, we can observe only a mixture of both types. Seemingly, one variable tends to take either a high or low value (or a middle value) when the other variable is small (large), or vice versa. To address this issue, I consider an overlooked copula with trigonometric functions Chesneau (2021) that I name the "normal mode copula." I apply the copula to a dataset about government formation and duration to demonstrate that the normal mode copula has better performance than other conventional copulas.

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Data Access

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Related Publications

Citation

Title:

Forthcoming, Political Analysis

Bibliographic Citation:

Forthcoming, Political Analysis

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Label:

README.txt

Notes:

text/plain

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Label:

replication.zip

Notes:

application/zip