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Author : Wei Lu
Publisher :
ISBN 13 : 9781361292419
Total Pages : pages
Book Rating : 4.2/5 (924 download)
Download or read book On Some Goodness-Of-Fit Tests for Copulas written by Wei Lu and published by . This book was released on 2017-01-26 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wei Lü (M. Phil.)
Publisher :
ISBN 13 :
Total Pages : 103 pages
Book Rating : 4.:/5 (8 download)
Download or read book On Some Goodness-of-fit Tests for Copulas written by Wei Lü (M. Phil.) and published by . This book was released on 2012 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : 吕薇
Publisher :
ISBN 13 :
Total Pages : 103 pages
Book Rating : 4.:/5 (798 download)
Download or read book On Some Goodness-of-fit Tests for Copulas written by 吕薇 and published by . This book was released on 2012 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Volker Rehbock
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (31 download)
Download or read book Goodness-of-Fit Tests for Copulas of Dependent Observations written by Volker Rehbock and published by . This book was released on 2008 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gregor Weiß
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (838 download)
Download or read book On the Robustness of Goodness-of-fit Tests for Copulas written by Gregor Weiß and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean-David Fermanian
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (248 download)
Download or read book Goodness of Fit Tests for Copulas written by Jean-David Fermanian and published by . This book was released on 2003 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean-David Fermanian
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (13 download)
Download or read book An Overview of the Goodness-of-Fit Test Problem for Copulas written by Jean-David Fermanian and published by . This book was released on 2013 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: We review the main “omnibus procedures” for goodness-of-fit testing for copulas: tests based on the empirical copula process, on probability integral transformations, on Kendall's dependence function, etc., and some corresponding reductions of dimension techniques. The problems of finding asymptotic distribution-free test statistics and the calculation of reliable p-values are discussed. Some particular cases, like convenient tests for time-dependent copulas, for Archimedean or extreme-value copulas, etc, are dealt with. Finally, the practical performances of the proposed approaches are briefly summarized.
Author : Ivan Kojadinovic
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (475 download)
Download or read book Fast Goodness of Fit Tests for Copulas written by Ivan Kojadinovic and published by . This book was released on 2008 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gregor N. F. Weiß
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (838 download)
Download or read book On the Robustness of Goodness-of-fit Tests for Copulas written by Gregor N. F. Weiß and published by . This book was released on 2011 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Groupe d'études et de recherche en analyse des décisions (Montréal, Québec)
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (816 download)
Download or read book Omnibus Goodness-of-fit Tests for Copulas written by Groupe d'études et de recherche en analyse des décisions (Montréal, Québec) and published by . This book was released on 2006 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sami Can
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (13 download)
Download or read book Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas written by Sami Can and published by . This book was released on 2017 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consider a random sample from a continuous multivariate distribution function F with copula C. In order to test the null hypothesis that C belongs to a certain parametric family, we construct an under H0 asymptotically distribution-free process that serves as a tests generator. The process is a transformation of the difference of a semi-parametric and a parametric estimator of C. This transformed empirical process converges weakly to a standard multivariate Wiener process, paving the way for a multitude of powerful asymptotically distribution-free goodness-of-fit tests for copula families. We investigate the finite-sample performance of our approach through a simulation study and illustrate its applicability with a data analysis.
Author : P. Gaenssler
Publisher : Birkhäuser
ISBN 13 : 3034862695
Total Pages : 117 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Empirical Processes written by P. Gaenssler and published by Birkhäuser. This book was released on 2013-11-21 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marius Hofert
Publisher : Springer
ISBN 13 : 3319896350
Total Pages : 274 pages
Book Rating : 4.3/5 (198 download)
Download or read book Elements of Copula Modeling with R written by Marius Hofert and published by Springer. This book was released on 2019-01-09 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are multivariate distribution functions with standard uniform univariate margins. They are increasingly applied to modeling dependence among random variables in fields such as risk management, actuarial science, insurance, finance, engineering, hydrology, climatology, and meteorology, to name a few. In the spirit of the Use R! series, each chapter combines key theoretical definitions or results with illustrations in R. Aimed at statisticians, actuaries, risk managers, engineers and environmental scientists wanting to learn about the theory and practice of copula modeling using R without an overwhelming amount of mathematics, the book can also be used for teaching a course on copula modeling.
Author : Piotr Jaworski
Publisher : Springer Science & Business Media
ISBN 13 : 3642124658
Total Pages : 338 pages
Book Rating : 4.6/5 (421 download)
Download or read book Copula Theory and Its Applications written by Piotr Jaworski and published by Springer Science & Business Media. This book was released on 2010-07-16 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Author : Luc Duchateau
Publisher : Springer Science & Business Media
ISBN 13 : 038772835X
Total Pages : 329 pages
Book Rating : 4.3/5 (877 download)
Download or read book The Frailty Model written by Luc Duchateau and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers will find in the pages of this book a treatment of the statistical analysis of clustered survival data. Such data are encountered in many scientific disciplines including human and veterinary medicine, biology, epidemiology, public health and demography. A typical example is the time to death in cancer patients, with patients clustered in hospitals. Frailty models provide a powerful tool to analyze clustered survival data. In this book different methods based on the frailty model are described and it is demonstrated how they can be used to analyze clustered survival data. All programs used for these examples are available on the Springer website.
Author : Olivier Scaillet
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (717 download)
Download or read book Kernel Based Goodness-of-fit Tests for Copulas with Fixed Smoothing Parameters written by Olivier Scaillet and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Miriam Angelika Jaser
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (124 download)
Download or read book Goodness-of-fit Tests for Elliptical Copulas written by Miriam Angelika Jaser and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
