Empirical Measure of Multivariate Complete Dependence

被引：0
|
作者：
Kinon, Anusart [1 ]
机构：
[1] Chiang Mai Univ, Fac Sci, Grad Degree Program Math, Chiang Mai 50200, Thailand
来源：
THAI JOURNAL OF MATHEMATICS | 2022年 / 20卷 / 04期
关键词：
measure of complete dependence; complete dependence; copula; statistical estimator; kernel estimator; COPULAS; SPACE;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this work, we constructed a kernel-based estimator for measure of complete dependence in the case of random response vectors. Asymptotic properties of this estimator were proved. Simulation studies have also been done to confirm the result.
引用
收藏
页码：1491 / 1504
页数：14
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