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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 conditi...

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Detalles Bibliográficos
Autores principales: Perrone, E., Müller, W.G.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4936440/
https://www.ncbi.nlm.nih.gov/pubmed/27453616
http://dx.doi.org/10.1080/02331888.2015.1111892