𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonparametric estimation of copula functions for dependence modelling

✍ Scribed by Song Xi Chen; Tzee-Ming Huang


Publisher
John Wiley and Sons
Year
2007
Tongue
French
Weight
950 KB
Volume
35
Category
Article
ISSN
0319-5724

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A nonparametric method for penetrance fu
✍ F. Alarcon; C. BonaΓ―ti-PelliΓ©; H. Harari-Kermadec πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 173 KB

## Abstract In diseases caused by a deleterious gene mutation, knowledge of age‐specific cumulative risks is necessary for medical management of mutation carriers. When pedigrees are ascertained through at least one affected individual, ascertainment bias can be corrected by using a parametric meth

Nonparametric Estimation of the Dependen
✍ Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 288 KB

The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar

A Martingale Approach to the Copula-Grap
✍ Louis-Paul Rivest; Martin T. Wells πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 154 KB

The product limit estimator is arguably the most popular method of estimating survival probabilities in homogeneous samples. When the survival time and the censoring time are dependent, the product-limit estimator is an inconsistent estimator of the marginal survival function. Recently M. Zheng and

Nonparametric estimation of a hedonic pr
✍ Christopher F. Parmeter; Daniel J. Henderson; Subal C. Kumbhakar πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 73 KB

## Abstract Rosen's (1974) theory of hedonic prices is implemented econometrically using recently developed nonparametric techniques to examine the influence of qualitative factors on the price of a house. Our ability to smooth categorical variables leads to greater generalization in the valuation