A note on conjugate distributions for copulas
Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo
ARTIGO
Inglês
A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d-dimensional parameter exponential functions. The generalized Farlie-Gumbel-Morgenstern copula is an example of this representation. This family is used to...
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A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d-dimensional parameter exponential functions. The generalized Farlie-Gumbel-Morgenstern copula is an example of this representation. This family is used to illustrate the estimation technique with real data. Also, the applicability of Bayesian predictive approach is shown in an education policy issue by defining goals for the number of students per class that leads to improve their performance at school.
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FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP
2011/18285-6; 2012/06078-9; 2013/07699-0
fechado
DOI: https://doi.org/10.1002/mma.3394
Texto completo: https://onlinelibrary.wiley.com/doi/abs/10.1002/mma.3394
A note on conjugate distributions for copulas
Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo
A note on conjugate distributions for copulas
Mariela Fernandez, Veronica A. Gonzalez-Lopez, Laura R. Rifo
Fontes
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Mathematical methods in the applied sciences (Fonte avulsa) |