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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/111198

    Title: 一種多維度關聯結構的建構方式
    Other Titles: Nonparametric Estimation for Multivariate Copulas Based on Tensor Product B-splines
    Authors: 黃子銘
    Contributors: 統計學系
    Date: 2015
    Issue Date: 2017-07-14 09:18:06 (UTC+8)
    Abstract: 本研究提出一種基於tensor product B-splines 之估計多維度關聯結構的方式. 這種關聯結構估計具有一致性, 而且容許在估計時加入已知的二維邊際關聯結構的資訊. In this study, a nonparametric copula estimator based on tensor product B-splines is proposed. The proposed estimator allows for including information of bivariate marginals. The consistency of the proposed estimator is established.
    Relation: 科技部
    Data Type: report
    Appears in Collections:[統計學系] 國科會研究計畫

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