Showing 1 - 4 of 4
We give the maximal distance between a copula and itself when the argument is permuted for arbitrary dimension, generalizing a result for dimension two by Nelsen (2007), Klement and Mesiar (2006). Furthermore, we establish a subset of [0,1]d in which this bound might be attained. For each point...
Persistent link: https://www.econbiz.de/10011042067
We explore a nonparametric version of response surface analysis. Estimates for the location where maximum response occurs are proposed and their asymptotic distribution is investigated. The proposed estimates are based on kernel and local least squares methods. We construct asymptotic confidence...
Persistent link: https://www.econbiz.de/10005093737
We introduce the concept of local moments for a distribution in p, p[greater-or-equal, slanted]1, at a point z[set membership, variant]p. Local moments are defined as normalized limits of the ordinary moments of a truncated version of the distribution, ignoring the probability mass falling...
Persistent link: https://www.econbiz.de/10005153258
We study the extension of canonical correlation from pairs of random vectors to the case where a data sample consists of pairs of square integrable stochastic processes. Basic questions concerning the definition and existence of functional canonical correlation are addressed and sufficient...
Persistent link: https://www.econbiz.de/10005199559