Mostra Item 

Mostra i principali dati dell'item

Título
A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho
dc.contributor.authorPérez Espartero, Ana 
dc.contributor.authorPrieto Alaiz, María Mercedes 
dc.date.accessioned2016-12-13T08:55:43Z
dc.date.available2016-12-13T08:55:43Z
dc.date.issued2016
dc.identifier.citationStatistics and Probability Letters, 2016, vol. 112, p. 41–50es
dc.identifier.issn0167-7152es
dc.identifier.urihttp://uvadoc.uva.es/handle/10324/21566
dc.descriptionProducción Científicaes
dc.description.abstractSchmid and Schmidt (2007) proposed copula-based nonparametric estimators for some multivariate extensions of Spearman’s rho. In this paper, we show that two of those estimators are inappropriate since they can take values out of the parameter space and we discuss alternative proposals.es
dc.format.mimetypeapplication/pdfes
dc.language.isoenges
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectClayton copulaes
dc.subjectGaussian copulaes
dc.titleA note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rhoes
dc.typeinfo:eu-repo/semantics/articlees
dc.identifier.doi10.1016/j.spl.2016.01.015es
dc.relation.publisherversionhttp://www.sciencedirect.com/es
dc.identifier.publicationfirstpage41es
dc.identifier.publicationlastpage50es
dc.identifier.publicationtitleStatistics and Probability Letterses
dc.identifier.publicationvolume112es
dc.peerreviewedSIes
dc.description.projectMinisterio de Economía, Industria y Competitividad (ECO2012-32178)es
dc.description.projectMinisterio de Economía, Industria y Competitividad (ECO2012-32401)es
dc.description.projectJunta de Castilla y León (programa de apoyo a proyectos de investigación – Ref. VA066U13)es
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International


Files in questo item

Thumbnail
Nombre:
note-nonparametric .pdf
Dimensione:
259.7Kb
Formato:
PDF
Mostra/Apri

Questo item appare nelle seguenti collezioni

Mostra i principali dati dell'item