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Estimation procedures for a semiparametric family of bivariate copulas
Abstract : In this paper, we propose simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their univariate generating function. We take profit of this result to estimate the associated measures of association as well as the high probability regions of the copula. These procedures are illustrated on simulations and on real data.
Cited literature [26 references]
https://hal.inria.fr/hal-00724711
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Tuesday, May 13, 2014 - 4:00:52 PM
Last modification on : Thursday, January 20, 2022 - 5:30:13 PM
Long-term archiving on: : Monday, April 10, 2017 - 10:34:52 PM
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Tuesday, May 13, 2014 - 4:00:52 PM
Last modification on : Thursday, January 20, 2022 - 5:30:13 PM
Long-term archiving on: : Monday, April 10, 2017 - 10:34:52 PM
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