Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Ricardo Hoyos-Argüelles"'
Publikováno v:
Journal of Statistical Planning and Inference. 206:298-311
An Archimedean copula is characterised by its generator. This is a real function whose inverse behaves as a survival function. We propose a semiparametric generator based on a quadratic spline. This is achieved by modelling the first derivative of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa6343bacc166a0a90ff152999c73993
https://doi.org/10.1016/j.jspi.2019.09.015
https://doi.org/10.1016/j.jspi.2019.09.015
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:3992-4027
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c929d27a383b99d125bea671b6757385
https://doi.org/10.1080/03610918.2019.1636996
https://doi.org/10.1080/03610918.2019.1636996
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:2505-2532
In this paper, extending the ideas given by (Deheuvels 1979) for the empirical copula, we first assume that we are sampling from the product copula, and we construct Cmn the d-sample copula of orde...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f771431837a4b10daf5529a89fbf4788
https://doi.org/10.1080/03610918.2018.1520874
https://doi.org/10.1080/03610918.2018.1520874