Thursday, October 2, 2014

 

 



Soy un nuevo usuario

Olvidé mi contraseña

Entrada usuarios

Lógica Matemáticas Astronomía y Astrofísica Física Química Ciencias de la Vida
Ciencias de la Tierra y Espacio Ciencias Agrarias Ciencias Médicas Ciencias Tecnológicas Antropología Demografía
Ciencias Económicas Geografía Historia Ciencias Jurídicas y Derecho Lingüística Pedagogía
Ciencia Política Psicología Artes y Letras Sociología Ética Filosofía


Large sample behavior of the Bernstein copula estimator

1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario
    registrado en Universia


  Descargar recurso

Detalles del recurso

Pertenece a: Document Server@UHasselt  

Descripción: Bernstein polynomial estimators have been used as smooth estimators for density functions and distribution functions. The idea of using them for copula estimation has been given in Sancetta and Satchell (2004). In the present paper we study the asymptotic properties of this estimator: almost sure consistency rates and asymptotic normality. We also obtain explicit expressions for the asymptotic bias and asymptotic variance and show the improvement of the asymptotic mean squared error compared to that of the classical empirical copula estimator. A small simulation study illustrates this superior behavior in small samples. (C) 2011 Elsevier B.V. All rights reserved.

Autor(es): JANSSEN, Paul -  SWANEPOEL, Jan -  VERAVERBEKE, Noel - 

Id.: 55142486

Idioma: English  - 

Versión: 1.0

Estado: Final

Tipo:  9 -  application/pdf - 

Palabras claveAsymptotic properties -  Bernstein estimator -  Copula estimator -  Mean squared error - 

Tipo de recurso: Journal Contribution  -  Refereed  -  Article  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

Formatos:  9 -  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] 10.1016/j.jspi.2011.11.020
[References] 000300546600016

Fecha de contribución: 21-ago-2014

Contacto:

Localización:
* JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 142 (5), p. 1189-1197
* 0378-3758


Otros recursos del mismo autor(es)

  1. Heterozygosity for the F508del Mutation in the Cystic Fibrosis Transmembrane Conductance Regulator Anion Channel Attenuates Influenza Severity Background. Seasonal and pandemic influenza are significant public health concerns. Influenza stimul...
  2. N-Glycolylneuraminic acid deficiency worsens cardiac and skeletal muscle pathophysiology in α-sarcoglycan-deficient mice Roughly 3 million years ago, an inactivating deletion occurred in CMAH, the human gene encoding CMP-...
  3. Tropomyosin Ser-283 pseudo-phosphorylation slows myofibril relaxation Tropomyosin (Tm) is a central protein in the Ca2+ regulation of striated muscle. The Tm isoform unde...
  4. Post-translational modifications of myofilament proteins involved in length-dependent prolongation of relaxation in rabbit right ventricular myocardium The phosphorylation state of several cardiac myofilament proteins changes with the level of stretch ...
  5. Preadjusted non-parametric estimation of a conditional distribution function The paper deals with non-parametric estimation of a conditional distribution function. We suggest a ...

Otros recursos de la misma colección

  1. Sperm-Associated Antigen 16 Is a Novel Target of the Humoral Autoimmune Response in Multiple Sclerosis We have previously identified eight novel autoantibody targets in the cerebrospinal fluid of multipl...
  2. DNA methylation analysis in respiratory allergy cases: is saliva a good alternative for blood? allergy; immunology
  3. The pH strongly influences the uranium-induced effects on the photosynthetic apparatus of Arabidopsis thaliana plants To study the impact of environmental uranium (U) contamination, effects should be analysed at differ...
  4. Functionalization of Boron-Doped Nanocrystalline Diamond with N3 Dye Molecules N3 dye molecules [cis-bis(isothiocyanato)bis(2,2'-bipyridyl-4,4'-dicarboxylato)ruthenium(II)] are co...
  5. Telomere Length, Cardiovascular Risk and the Discrepancy Between Baseline and Post-Transplant Renal Allograft Histology. immunology; surgery; transplantation

Valoración de los usuarios

No hay ninguna valoración para este recurso.Sea el primero en valorar este recurso.
 

Busque un recurso