Artículos de revistas
A Note On Conjugate Distributions For Copulas
Registro en:
A Note On Conjugate Distributions For Copulas. Wiley-blackwell, v. 38, p. 4797-4803 DEC-2015.
0170-4214
WOS:000368252300027
10.1002/mma.3394
Autor
Fernandez
Mariela; Gonzalez-Lopez
Veronica A.; Rifo
Laura R.
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d-dimensional parameter exponential functions. The generalized Farlie-Gumbel-Morgenstern copula is an example of this representation. This family is used to illustrate the estimation technique with real data. Also, the applicability of Bayesian predictive approach is shown in an education policy issue by defining goals for the number of students per class that leads to improve their performance at school. Copyright (C) 2014 John Wiley & Sons, Ltd. 38 18
4797 4803 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) FAPESP [2011/18285-6, 2012/06078-9] FAPESP [2013/07699-0]