Nonparametric universal copula modeling
نویسندگان
چکیده
منابع مشابه
United Statistical Algorithms , Lp Comoments , Copula Density , Nonparametric Modeling
In addition to solving problems “retail” (one at a time for one client/collaborator), academic statistics should aim to solve problems “wholesale”(algorithms and computer code that can be applied for many clients). We call this approach to teaching and practice SMART COMPUTATIONAL STATISTICS = united data science algorithms providing methods for Small Data and Big Data. It practices that the go...
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This report summarizes my contributions to copulas modeling. Two main research topics are addressed: The construction of semiparametric family of copulas based on a set of orthonormal functions and a matrix and the design of efficient estimation procedures.
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ژورنال
عنوان ژورنال: Applied Stochastic Models in Business and Industry
سال: 2020
ISSN: 1524-1904,1526-4025
DOI: 10.1002/asmb.2503