scholarly journals Archimedean copula estimation using Bayesian splines smoothing techniques

2007 ◽  
Vol 51 (12) ◽  
pp. 6307-6320 ◽  
Author(s):  
Philippe Lambert
Keyword(s):  
Archimedean Copula ◽  
Smoothing Techniques ◽  
Copula Estimation

scholarly journals Simulation techniques of Archimedean Copula Estimators: Parametric and Semi-Parametric Approaches

2021 ◽  
Vol 2 (3) ◽  
pp. 52-60
Author(s):  
N. Idiou ◽  
F. Benatia
Keyword(s):  
Censored Data ◽  
Archimedean Copula ◽  
Parametric Approach ◽  
Archimedean Copulas ◽  
R Software ◽  
Kendall’S Tau ◽  
Software Simulation ◽  
Simulation Techniques ◽  
Spearman's Rho ◽  
Copula Estimation

In this paper, we look at two different approaches methodologies for copula estimation. The first is based on a parametric approach using MLE and IFM methods, while the second is entirely based on Kendall's tau and spearman's rho in a semi-parametric context, where the margins are estimated non-parametrically. Interestingly, based on R software simulation techniques, the contribution of their algorithms, approach, and illustration was our main focus for this paper. As an application, a class of Archimedean copulas was notably chosen. This particular class of copulas was also presented for censored data to show the estimator's performance even better.

scholarly journals Archimedean Copula Estimation Parameter with Kendall Distribution Function

2017 ◽  
Vol 38 (4) ◽  
pp. 619-625
Author(s):  
Ayşe METIN KARAKAS ◽  
Murat KARAKAS ◽  
Mine DOGAN
Keyword(s):  
Distribution Function ◽  
Archimedean Copula ◽  
Copula Estimation ◽  
Kendall Distribution

Smoothing techniques for obtaining reference values for measurements of children

1985 ◽  
Vol 16 (1) ◽  
pp. 29-34 ◽  
Author(s):  
W.J.M. Gerver ◽  
C.G. v.d. Laan ◽  
N.M. Drayer ◽  
W. Schaafsma
Keyword(s):  
Reference Values ◽  
Smoothing Techniques

Smoothing Techniques in Dynamic Building System Simulation

2021 ◽  
Author(s):  
Zhelun Chen ◽  
Jin Wen ◽  
Anthony Kearsley ◽  
Amanda Pertzborn
Keyword(s):  
System Simulation ◽  
Smoothing Techniques ◽  
Building System
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