Likelihood-based small-sample procedures to compute confidence intervals for measures of concordance in a Gaussian bivariate copula are presented, with special emphasis on Gini’s gamma index.
Small-sample inference on measures of concordance for the Gaussian bivariate copula with emphasis on Gini’s gamma index
Alessandra R. Brazzale
2015
Abstract
Likelihood-based small-sample procedures to compute confidence intervals for measures of concordance in a Gaussian bivariate copula are presented, with special emphasis on Gini’s gamma index.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
