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Autor:
Andrea Krajina
Publikováno v:
SSRN Electronic Journal.
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation
Publikováno v:
Communications in statistics: Part A: Theory and methods, 35(9), 1723-1756. Taylor and Francis Ltd.
The paper discusses the problem of a fallible auditor who assesses the values of sampled records, but may make mistakes. To detect these mistakes, a subsample of the checked elements is checked again, now by an infallible expert. We propose a model f