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A note on conjugate distributions for copulas

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Author(s):
Fernandez, Mariela ; Gonzalez-Lopez, Veronica A. ; Rifo, Laura R.
Total Authors: 3
Document type: Journal article
Source: MATHEMATICAL METHODS IN THE APPLIED SCIENCES; v. 38, n. 18, p. 7-pg., 2015-12-01.
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: 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat
Grantee:Oswaldo Baffa Filho
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 11/18285-6 - Copula models for educational index generation
Grantee:Mariela Fernández
Support Opportunities: Scholarships in Brazil - Post-Doctoral
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 Opportunities: Research Projects - Thematic Grants