Estimating Multivariate Discrete Distributions Using Bernstein Copulas

Estimating Multivariate Discrete Distributions Using Bernstein Copulas

Measuring the dependence between random variables is one of the most fundamental problems in statistics, and therefore, determining the joint distribution of the relevant variables is crucial. Copulas have recently become an important tool for properly inferring the joint distribution of the variabl...

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Bibliographic Details
Main Authors: Victor Fossaluza, Luís Gustavo Esteves, Carlos Alberto de Bragança Pereira
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Entropy
Subjects:
Bernstein polynomial
copula
nonparametric inference
Aitchison’s distance
Online Access:http://www.mdpi.com/1099-4300/20/3/194

Internet

http://www.mdpi.com/1099-4300/20/3/194

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