Optimal designs for copula models
نویسندگان
چکیده
منابع مشابه
Optimal designs for copula models
Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copu...
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ژورنال
عنوان ژورنال: Statistics
سال: 2016
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2015.1111892