\(D_s\)-optimality in copula models

DOI10.1007/s10260-016-0375-6zbMath1384.62278OpenAlexW3021015100WikidataQ55104378 ScholiaQ55104378MaRDI QIDQ1697867

Elisa Perrone, Werner G. Müller, Andreas Rappold

Publication date: 20 February 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-016-0375-6

zbMATH Keywords

parameter estimationstochastic dependenceoptimum experimental designcopula selection\(D_s\)-optimalitycopula modelsdesign discrimination

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Bayesian sequential design for copula models ⋮ Optimal design to discriminate between rival copula models for a bivariate binary response

Uses Software

• docopulae
• CopulaModel

Cites Work

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