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pro vyhledávání: '"Tsukahara, Hideatsu"'
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on the empirica
Externí odkaz:
http://arxiv.org/abs/1905.12466
Autor:
Tsukahara, Hideatsu
Publikováno v:
Japanese Journal of Statistics & Data Science; Nov2024, Vol. 7 Issue 2, p1085-1110, 26p
Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$. This idea can
Externí odkaz:
http://arxiv.org/abs/1607.04430
Publikováno v:
In Journal of Multivariate Analysis March 2017 155:35-51
Autor:
TSUKAHARA, Hideatsu
Publikováno v:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2011 Dec 01. 39(4), 734-735.
Externí odkaz:
https://www.jstor.org/stable/41304496
Autor:
Tsukahara, Hideatsu
Publikováno v:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2005 Sep 01. 33(3), 357-375.
Externí odkaz:
https://www.jstor.org/stable/25046185
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on the empirica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::6e564633c2b1342d8a20eecad22d1557
https://hdl.handle.net/2078/216244
https://hdl.handle.net/2078/216244
Autor:
Miura, Ryozo, Tsukahara, Hideatsu
Publikováno v:
Statistica Sinica, 1993 Jan 01. 3(1), 83-101.
Externí odkaz:
https://www.jstor.org/stable/24304939
Autor:
TSUKAHARA, HIDEATSU1 tsukahar@seijo.ac.jp
Publikováno v:
Mathematical Finance. Oct2009, Vol. 19 Issue 4, p691-705. 15p. 1 Chart, 1 Graph.
Akademický článek
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