TY - JOUR
T1 - Copula Dynamic Conditional Correlation and Functional Principal Component Analysis of COVID-19 Mortality in the United States
AU - Kim, Jong Min
N1 - Publisher Copyright:
© 2022 by the author.
PY - 2022/11
Y1 - 2022/11
N2 - This paper shows a visual analysis and the dependence relationships of COVID-19 mortality data in 50 states plus Washington, D.C., from January 2020 to 1 September 2022. Since the mortality data are severely skewed and highly dispersed, a traditional linear model is not suitable for the data. As such, we use a Gaussian copula marginal regression (GCMR) model and vine copula-based quantile regression to analyze the COVID-19 mortality data. For a visual analysis of the COVID-19 mortality data, a functional principal component analysis (FPCA), graphical model, and copula dynamic conditional correlation (copula-DCC) are applied. The visual from the graphical model shows five COVID-19 mortality equivalence groups in the US, and the results of the FPCA visualize the COVID-19 daily mortality time trends for 50 states plus Washington, D.C. The GCMR model investigates the COVID-19 daily mortality relationship between four major states and the rest of the states in the US. The copula-DCC models investigate the time-trend dependence relationship between the COVID-19 daily mortality data of four major states.
AB - This paper shows a visual analysis and the dependence relationships of COVID-19 mortality data in 50 states plus Washington, D.C., from January 2020 to 1 September 2022. Since the mortality data are severely skewed and highly dispersed, a traditional linear model is not suitable for the data. As such, we use a Gaussian copula marginal regression (GCMR) model and vine copula-based quantile regression to analyze the COVID-19 mortality data. For a visual analysis of the COVID-19 mortality data, a functional principal component analysis (FPCA), graphical model, and copula dynamic conditional correlation (copula-DCC) are applied. The visual from the graphical model shows five COVID-19 mortality equivalence groups in the US, and the results of the FPCA visualize the COVID-19 daily mortality time trends for 50 states plus Washington, D.C. The GCMR model investigates the COVID-19 daily mortality relationship between four major states and the rest of the states in the US. The copula-DCC models investigate the time-trend dependence relationship between the COVID-19 daily mortality data of four major states.
KW - copula-DCC
KW - COVID-19
KW - functional PCA
KW - Gaussian copula regression
KW - graphical model
KW - mortality
KW - vine copula-based quantile regression
UR - http://www.scopus.com/inward/record.url?scp=85141609779&partnerID=8YFLogxK
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U2 - 10.3390/axioms11110619
DO - 10.3390/axioms11110619
M3 - Article
AN - SCOPUS:85141609779
SN - 2075-1680
VL - 11
JO - Axioms
JF - Axioms
IS - 11
M1 - 619
ER -