Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
نویسندگان
چکیده
This paper presents an introduction to inference for copula models, based on rank methods. By working out in detail a small, fictitious numerical example, the writers exhibit the various steps involved in investigating the dependence between two random variables and in modeling it using copulas. Simple graphical tools and numerical techniques are presented for selecting an appropriate model, estimating its parameters, and checking its goodness-of-fit. A larger, realistic application of the methodology to hydrological data is then presented. DOI: 10.1061/ ASCE 1084-0699 2007 12:4 347 CE Database subject headings: Frequency analysis; Distribution functions; Risk management; Statistical models.
منابع مشابه
How to read clinical journals: XI. Everything you always wanted to know about editorials (but were afraid to ask).
متن کامل
A Primer in Synchrotron Radiation: Everything You Wanted to Know about SEX (Synchrotron Emission of X-rays) but Were Afraid to Ask.
The basic properties of synchrotron radiation are derived with simple approaches, emphasizing phenomena rather than mathematical details.
متن کاملEverything You Always Wanted to Know about Susy, but Were Afraid to Ask
New experimental tests of nuclear supersymmetry are suggested. They involve the measurement of oneand two-nucleon transfer reactions between nuclei that belong to the same supermultiplet. These reactions provide a direct test of the ‘fermionic’ sector, i.e. of the operators that change a boson into a fermion or vice versa. We present some theoretical predictions for the supersymmetric quartet o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007