Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula

DOI10.1080/15598608.2016.1184112zbMath1426.62148OpenAlexW2343456706MaRDI QIDQ2323186

Frank P. A. Coolen, Noryanti Muhammad, Tahani Coolen-Maturi

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/18620/1/18620.pdf

zbMATH Keywords

copularobustnessbivariate dataimprecise probabilitysemiparametric inferencelower and upper probabilitynonparametric predictive inference

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

On the quantification and efficient propagation of imprecise probabilities with copula dependence ⋮ Nonparametric methods of statistical inference for double-censored data with applications ⋮ Smoothed bootstrap methods for bivariate data ⋮ Nonparametric predictive inference for stock returns

Uses Software

• VineCopula

Cites Work

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