نتایج جستجو برای: copula based models

تعداد نتایج: 3551028  

2009
Arno Onken Steffen Grünewälder Matthias H. J. Munk Klaus Obermayer

Simultaneous spike-counts of neural populations are typically modeled by a Gaussian distribution. On short time scales, however, this distribution is too restrictive to describe and analyze multivariate distributions of discrete spike-counts. We present an alternative that is based on copulas and can account for arbitrary marginal distributions, including Poisson and negative binomial distribut...

Journal: :Insurance: Mathematics and Economics 2013

Journal: :Journal of Business & Economic Statistics 2019

2013
M. M. E. Abd El-Monsef

The copula function is a multivariate distribution whose marginal distributions are uniformly distributed on the interval [0,1], this function called copula that ties the joint and the margins together. One important class of copula models is that of semiparametric copula models. In this paper, a semiparametric copula and its properties are introduced also a test of symmetry for semiparametric ...

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