🤖 AI Summary
This paper addresses the lack of a rigorous statistical inference framework for modeling discrete joint distributions. We propose the first general-purpose inference method for discrete copulas—applicable to arbitrary dimensions and finite supports—by defining the discrete copula as the I-projection (KL-divergence minimizer) of the empirical frequency array onto the uniform-marginal constraint polytope. Theoretically, we establish strong consistency and √n-asymptotic normality of this estimator for the first time, derive an explicit “sandwich” covariance structure, and uncover a deep connection to entropy-regularized optimal transport. Methodologically, we leverage this framework to derive the asymptotic distribution of Yule’s coefficient of colligation and construct a test for quasi-independence in multivariate contingency tables. Our work provides both a rigorous statistical foundation and practical inferential tools for discrete copula modeling.
📝 Abstract
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csiszar's I-projection (i.e., the minimum-Kullback-Leibler divergence projection) of its joint probability array onto the polytope of uniform-margins probability arrays of the same size, and its empirical estimator is obtained by applying that same projection to the array of empirical frequencies observed on the sample. Under the assumption of random sampling, strong consistency and root-n-asymptotic normality of the empirical copula array is established, with an explicit"sandwich"form for its covariance. The theory is illustrated by deriving the large-sample distribution of Yule's concordance coefficient (the natural analogue of Spearman's rho for bivariate discrete distributions) and by constructing a test for quasi-independence in multivariate contingency tables. Our results not only complete the foundations of discrete-copula inference but also connect directly to entropically regularised optimal transport and other minimum-divergence problems.