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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.)

Cumulative conditional expectation index

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Author(s):
Fernandez, Mariela [1] ; Gonzalez-Lopez, Veronica Andrea [2]
Total Authors: 2
Affiliation:
[1] B3, Praca Antonio Prado 48, BR-01010901 Sao Paulo - Brazil
[2] Univ Estadual Campinas, Dept Stat, Rua Sergio Buarque de Holanda 651, BR-13083859 Sao Paulo - Brazil
Total Affiliations: 2
Document type: Journal article
Source: JOURNAL OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING; v. 18, n. 2, p. 387-403, 2018.
Web of Science Citations: 0
Abstract

In this paper we introduce approximations of the cumulative conditional expectation function (CCEF) based on Bernstein polynomial copulas. These approximations converge pointwise and uniformly to CCEF. In addition some examples of the behavior of these approximations are shown. We also built estimators for the CCEF, which were constructed through Bernstein polynomial estimators for copulas. It is shown that the estimators are asymptotically normal and biased for the CCEF. We exemplify the use of these estimators through real data from the educational field. (AU)

FAPESP's process: 11/18285-6 - Copula models for educational index generation
Grantee:Mariela Fernández
Support type: Scholarships in Brazil - Post-Doctorate