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https://ah.lib.nccu.edu.tw/handle/140.119/111198| 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 | 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 |
| Appears in Collections: | 國科會研究計畫 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 103-2118-M-004-001.pdf | 353.01 kB | Adobe PDF2 | View/Open |
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