Predictive inference for bivariate data: Combining nonparametric predictive inference for marginals with an estimated copula
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15598608.2016.1184112
Reference34 articles.
1. Nonparametric predictive inference and interval probability
2. Introduction to Imprecise Probabilities
3. Efficient Estimation of Semiparametric Multivariate Copula Models
4. Copula Methods in Finance
5. A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
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