Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

copula sign in to follow this
dependence sign in to follow this
Bernoulli distribution sign in to follow this
count data sign in to follow this
correlation sign in to follow this
operational risk sign in to follow this
Categories:

VaR Methods sign in to follow this
--Extreme Value Theory sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
A Primer on Copulas for Count Data
Company: Astin Bulletin
Company Url: Click here to open
Year Of Publication: 2007
Month Of Publication: November
Pages: 475-515
Download Count: 11
View Count: 1793
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 4-6-2011
Publisher: Administrator
Summary
A review of facts about copulas for discrete distributions. the possibility of ties in count data distributions poses severe problems. They discuss the challenges of estimation in the discrete vs. continuous distribution case.
(volume 37, number 2)
Author(s)
Genest, C_hristian Sign in to follow this author
Neslehova, Johanna Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile