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
相关论文
共 50 条
  • [31] On multivariate extensions of the conditional Value-at-Risk measure
    Di Bernardino, E.
    Fernandez-Ponce, J. M.
    Palacios-Rodriguez, F.
    Rodriguez-Grinolo, M. R.
    INSURANCE MATHEMATICS & ECONOMICS, 2015, 61 : 1 - 16
  • [32] On some new dependence models derived from multivariate collective models in insurance applications
    Hashorva, Enkelejd
    Ratovomirija, Gildas
    Tamraz, Maissa
    SCANDINAVIAN ACTUARIAL JOURNAL, 2017, (08) : 730 - 750
  • [33] Multivariate Aging with Archimedean Dependence Structures in High Dimensions
    Rezapour, Mohsen
    Alamatsaz, Mohammad Hossein
    Pellerey, Franco
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (11) : 2056 - 2070
  • [34] Orthant tail dependence of multivariate extreme value distributions
    Li, Haijun
    JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (01) : 243 - 256
  • [35] Multivariate Variance Gamma and Gaussian dependence: a study with copulas
    Luciano, Elisa
    Semeraro, Patrizia
    MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE, 2010, : 193 - +
  • [36] Copulas, stable tail dependence functions, and multivariate monotonicity
    Ressel, Paul
    DEPENDENCE MODELING, 2019, 7 (01): : 247 - 258
  • [37] Pair-copulas in infrastructure multivariate dependence modeling
    Attoh-Okine, Nii O.
    CONSTRUCTION AND BUILDING MATERIALS, 2013, 49 : 903 - 911
  • [38] Multivariate overall and dependence trend tests, applied to hydrology
    Goutali, Dorsaf
    Chebana, Fateh
    ENVIRONMENTAL MODELLING & SOFTWARE, 2024, 179
  • [39] Complete multivariate flood frequency analysis, applied to northern Algeria
    Karahacane, Hafsa
    Meddi, Mohamed
    Chebana, Fateh
    Saaed, Hamoudi A.
    JOURNAL OF FLOOD RISK MANAGEMENT, 2020, 13 (04):
  • [40] Estimation of Multivariate Dependence Structures via Constrained Maximum Likelihood
    Adegoke, Nurudeen A.
    Punnett, Andrew
    Anderson, Marti J.
    JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 2022, 27 (02) : 240 - 260
12345