Uma construção de cópulas semilineares bivariadas baseada nas famílias AMH, FGM e Plackett

dc.contributorSuzuki, Adriano Kamimura
dc.contributorhttp://lattes.cnpq.br/4579497412852854
dc.contributorhttp://lattes.cnpq.br/0993925004767517
dc.creatorCorreia, Átila Prates
dc.date.accessioned2021-03-23T22:32:13Z
dc.date.accessioned2022-10-10T21:34:47Z
dc.date.available2021-03-23T22:32:13Z
dc.date.available2022-10-10T21:34:47Z
dc.date.created2021-03-23T22:32:13Z
dc.date.issued2021-02-26
dc.identifierCORREIA, Átila Prates. Uma construção de cópulas semilineares bivariadas baseada nas famílias AMH, FGM e Plackett. 2021. Dissertação (Mestrado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2021. Disponível em: https://repositorio.ufscar.br/handle/ufscar/14021.
dc.identifierhttps://repositorio.ufscar.br/handle/ufscar/14021
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/4044252
dc.description.abstractCopulas are cumulative distribution functions defined on the unit square whose margins are uniform. In the context of the present work, we have provided three new families of semilinear copulas based on the copulas AMH, FGM and Plackett. More precisely, we have applied the diagonal functions related to each of them with the purpose of obtaining the expressions of the new families. Besides that, it has been calculated the respective Spearman rho coefficient from each transformed copula, whose values have been studied thoroughly.
dc.languagepor
dc.publisherUniversidade Federal de São Carlos
dc.publisherUFSCar
dc.publisherPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEs
dc.publisherCâmpus São Carlos
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/br/
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Brazil
dc.subjectCópulas semilineares bivariadas
dc.subjectCópulas AMH, FGM e Plackett
dc.subjectCoeficiente rho de Spearman
dc.subjectSemilinear bivariate copulas
dc.subjectAMH, FGM and Plackett copulas
dc.subjectSpearman rho coefficient
dc.titleUma construção de cópulas semilineares bivariadas baseada nas famílias AMH, FGM e Plackett
dc.typeTesis


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