Estimating Multivariate Discrete Distributions Using Bernstein Copulas

Autor:	Victor Fossaluza, Luís Gustavo Esteves, Carlos Alberto de Bragança Pereira
Jazyk:	angličtina
Rok vydání:	2018
Předmět:	Bernstein polynomial copula nonparametric inference Aitchison’s distance Science Astrophysics QB460-466 Physics QC1-999
Zdroj:	Entropy, Vol 20, Iss 3, p 194 (2018)
Druh dokumentu:	article
ISSN:	1099-4300
DOI:	10.3390/e20030194
Popis:	Measuring the dependence between random variables is one of the most fundamental problems in statistics, and therefore, determining the joint distribution of the relevant variables is crucial. Copulas have recently become an important tool for properly inferring the joint distribution of the variables of interest. Although many studies have addressed the case of continuous variables, few studies have focused on treating discrete variables. This paper presents a nonparametric approach to the estimation of joint discrete distributions with bounded support using copulas and Bernstein polynomials. We present an application in real obsessive-compulsive disorder data.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/d54312e14e8749c18aaa7dfeab28f62e Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
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