Bayesian non‐parametric conditional copula estimation of twin data

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bayesian Nonparametric Conditional Copula Estimation of Twin Data∗

Several studies on heritability in twins aim at understanding the different contribution of environmental and genetic factors to specific traits. Considering the National Merit Twin Study, our purpose is to correctly analyse the influence of the socioeconomic status on the relationship between twins’ cognitive abilities. Our methodology is based on conditional copulas, which allow us to model t...

متن کامل

Nonparametric estimation of the conditional tail copula

The tail copula is widely used to describe the dependence in the tail of multivariate distributions. In some situations such as risk management, the dependence structure may be linked with some covariate. The tail copula thus depends on this covariate and is referred to as the conditional tail copula. The aim of this paper is to propose a nonparametric estimator of the conditional tail copula a...

متن کامل

Nonparametric Conditional Estimation

Many nonparametric regression techniques (such as kernels, nearest neighbors, and smoothing splines) estimate the conditional mean of Y given X = z by a weighted sum of observed Y values, where observations with X values near z tend to have larger weights. In this report the weights are taken to represent a finite signed measure on the space of Y values. This measure is studied as an estimate o...

متن کامل

Nonparametric copula estimation under bivariate censoring

In this paper, we consider nonparametric copula inference under bivariate censoring. Based on an estimator of the joint cumulative distribution function, we define a discrete and two smooth estimators of the copula. The construction that we propose is valid for a large number of estimators of the distribution function, and therefore for a large number of bivariate censoring frameworks. Under so...

متن کامل

Fast Nonparametric Conditional Density Estimation

Conditional density estimation. The idea of conditional density estimation is to construct a density estimate f̂(y|x) for a dependent variable y, conditional on a vector of variables x. This can be seen as a generalization of regression, where instead of estimating the expected value E(y|x) alone, we instead model the full density. This is especially important for multi-modal densities, where th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Royal Statistical Society: Series C (Applied Statistics)

سال: 2017

ISSN: 0035-9254,1467-9876

DOI: 10.1111/rssc.12237