Estimating copula measure using ranks and subsampling: a simulation study

Details Estimating copula measure using ranks and subsampling: a simulation study Estimating copula measure using ranks and subsampling: a simulation study

2007-09-25

arxiv.org/abs/0709.3860v1

Statistics

Methodology

2 figures

Scientific paper

We describe here a new method to estimate copula measure. From N observations of two variables X and Y, we draw a huge number m of subsamples (size n

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