學術產出-NSC Projects

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

  • No doi shows Citation Infomation
題名 一種多維度關聯結構的建構方式
其他題名 Nonparametric Estimation for Multivariate Copulas Based on Tensor Product B-splines
作者 黃子銘
貢獻者 統計學系
日期 2015
上傳時間 14-Jul-2017 09:18:06 (UTC+8)
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.
關聯 科技部
103-2118-M-004-001
資料類型 report
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-splinesen-US
dc.type (資料類型) report