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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

A note on conjugate distributions for copulas

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Author(s):
Fernandez, Mariela [1] ; Gonzalez-Lopez, Veronica A. [1] ; Rifo, Laura R. [1]
Total Authors: 3
Affiliation:
[1] Univ Estadual Campinas, Inst Math Stat & Comp Sci, BR-13083859 Campinas - Brazil
Total Affiliations: 1
Document type: Journal article
Source: MATHEMATICAL METHODS IN THE APPLIED SCIENCES; v. 38, n. 18, SI, p. 4797-4803, DEC 2015.
Web of Science Citations: 4
Abstract

A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d-dimensional parameter exponential functions. The generalized Farlie-Gumbel-Morgenstern copula is an example of this representation. This family is used to illustrate the estimation technique with real data. Also, the applicability of Bayesian predictive approach is shown in an education policy issue by defining goals for the number of students per class that leads to improve their performance at school. Copyright (C) 2014 John Wiley \& Sons, Ltd. (AU)

FAPESP's process: 11/18285-6 - Copula models for educational index generation
Grantee:Mariela Fernández
Support type: Scholarships in Brazil - Post-Doctorate
FAPESP's process: 12/06078-9 - Portuguese in time and space: linguistic contact, grammars in competition and parametric change
Grantee:Charlotte Marie Chambelland Galves
Support type: Research Projects - Thematic Grants
FAPESP's process: 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat
Grantee:Jefferson Antonio Galves
Support type: Research Grants - Research, Innovation and Dissemination Centers - RIDC