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[Formula: see text] -optimality in copula models

Optimum experimental design theory has recently been extended for parameter estimation in copula models. The use of these models allows one to gain in flexibility by considering the model parameter set split into marginal and dependence parameters. However, this separation also leads to the natural...

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Detalles Bibliográficos
Autores principales: Perrone, Elisa, Rappold, Andreas, Müller, Werner G.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5935038/
https://www.ncbi.nlm.nih.gov/pubmed/29755310
http://dx.doi.org/10.1007/s10260-016-0375-6