dc.contributor | 統計學系 | |
dc.creator (作者) | 黃子銘 | zh-tw |
dc.date (日期) | 2015 | |
dc.date.accessioned | 14-Jul-2017 09:18:06 (UTC+8) | - |
dc.date.available | 14-Jul-2017 09:18:06 (UTC+8) | - |
dc.date.issued (上傳時間) | 14-Jul-2017 09:18:06 (UTC+8) | - |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/111198 | - |
dc.description.abstract (摘要) | 本研究提出一種基於tensor product B-splines 之估計多維度關聯結構的方式. 這種關聯結構估計具有一致性, 而且容許在估計時加入已知的二維邊際關聯結構的資訊. In this study, a nonparametric copula estimator based on tensor product B-splines is proposed. The proposed estimator allows for including information of bivariate marginals. The consistency of the proposed estimator is established. | |
dc.format.extent | 361486 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.relation (關聯) | 科技部 | |
dc.relation (關聯) | 103-2118-M-004-001 | |
dc.title (題名) | 一種多維度關聯結構的建構方式 | zh-TW |
dc.title.alternative (其他題名) | Nonparametric Estimation for Multivariate Copulas Based on Tensor Product B-splines | en-US |
dc.type (資料類型) | report | |