Uma construção de cópulas semilineares bivariadas baseada nas famílias AMH, FGM e Plackett
Copulas 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...
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| Tipo de recurso: | tesis de maestría |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | Brasil |
| Institución: | Universidade Federal de São Carlos (UFSCAR) |
| Repositorio: | Repositório Institucional da UFSCAR |
| Idioma: | portugués |
| OAI Identifier: | oai:repositorio.ufscar.br:20.500.14289/14021 |
| Acceso en línea: | https://repositorio.ufscar.br/handle/20.500.14289/14021 |
| Access Level: | acceso abierto |
| Palabra clave: | Cópulas semilineares bivariadas Cópulas AMH, FGM e Plackett Coeficiente rho de Spearman Semilinear bivariate copulas AMH, FGM and Plackett copulas Spearman rho coefficient CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA::ESTATISTICA::FUNDAMENTOS DA ESTATISTICA |
| Sumario: | Copulas 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. |
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