Graphical Methods For Detecting Dependence
Copulas have become a useful tool for modeling data when the dependence among random variables exists and the multivariate normality assumption is not fulfilled. The copulas have been applied in several fields. In finance, copulas are used in asset modeling and risk management. In biomedical stud...
Principais autores: | Guarín-Escudero, Julieth V., Jaramillo-Elorza, Mario C., Lopera-Gómez, Carlos M. |
---|---|
Formato: | Online |
Idioma: | eng |
Publicado em: |
Universidad Pedagógica y Tecnológica de Colombia
2018
|
Assuntos: | |
Acesso em linha: | https://revistas.uptc.edu.co/index.php/ciencia_en_desarrollo/article/view/5490 |
- Registros relacionados
-
A comparison of two graphical methods for detecting dependence
por: Guarín Escudero, Julieth Veronica, et al.
Publicado em: (2018) -
Application of the Copula-Graphic Estimator in Juvenile Bocachico Prochilodus Magdalenae Subjected to Different Levels of Salinity.
por: Bru Cordero, O., et al.
Publicado em: (2016) -
Using the “Risk Combination” method to estimate the survival function in the presence of competing risks dependent:: A simulation study.
por: Bru Cordero, Osnamir Elias, et al.
Publicado em: (2018) -
Bivariate Model for the Saber11 Tests in Tolima Department (Colombia)
por: Garcia saavedra, Yuri Marcela, et al.
Publicado em: (2019) -
Estimation of risk in a portfolio of assets
por: Díaz, Luis Guillermo, et al.
Publicado em: (2013)