Showing 1 - 10 of 27
Persistent link: https://www.econbiz.de/10002431533
Persistent link: https://www.econbiz.de/10013488899
Persistent link: https://www.econbiz.de/10012213974
Persistent link: https://www.econbiz.de/10009587570
Persistent link: https://www.econbiz.de/10006092427
We present an extension to the multinomial case of former estimations for univariate Poisson binomial approximation problems and generalize a result obtained by [1], 805-810). As an application, we evaluate the total variation distance between superpositions of independent Bernoulli point...
Persistent link: https://www.econbiz.de/10005199438
Persistent link: https://www.econbiz.de/10000919184
Persistent link: https://www.econbiz.de/10001053776
Persistent link: https://www.econbiz.de/10009807921
We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility of fitting such copulas to real data from quantitative...
Persistent link: https://www.econbiz.de/10011272612