Gaussian approximation of conditional elliptical copulas

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

Gaussian Process Conditional Copulas with Applications to Financial Time Series

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is assumed to be constant but this may be inaccurate when there are covariates that could have a large influence on the dependence structure of the data. To account...

متن کامل

Gaussian Process Single Index Models for Conditional Copulas

Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. In this paper we develop a flexible Bayesian method to estimate the calibration function of a bivariate conditional copula. We construct a prior distribution over the set of smooth calibration functions using a sparse Gaussian process (GP) prior for the...

متن کامل

On Approximation of Copulas

New sufficient conditions for strong approximation of copulas, generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations.

متن کامل

Strong Approximation of Copulas

We introduce strong convergence in regard to approximation of copulas. This new type of convergence is useful in dealing with the-product of Darsow, Nguyen, and Olsen for copulas. We also provide tools for constructing strong approximations of copulas by using partitions of unity.

متن کامل

Additive models for conditional copulas

Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we consider additive models for studying the dependence between covariates and the copula parameter. We examine the computation and model selection tools needed for Bayesian inference. The...

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 Multivariate Analysis

سال: 2012

ISSN: 0047-259X

DOI: 10.1016/j.jmva.2012.04.017