Optimal designs for copula models

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditi...

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Bibliographic Details
Main Authors: Perrone, E., Müller, W.G.
Format: Online
Language:English
Published: Taylor & Francis 2016
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4936440/