We contribute to the design of a new generation of non parametric descriptive statistics that are able to enlighten some characteristics of the dependence structure of a system of random variables, in order to act as a guidance for parametric, statistical and economic modeling.Three are the main ingredients, used to understand dependence: copula functions, symmetries and empirical processes.
Non parametric contributions to the study of Copula symmetries / Frattarolo, Lorenzo. - (2014 Dec 03).
Non parametric contributions to the study of Copula symmetries
Frattarolo, Lorenzo
2014-12-03
Abstract
We contribute to the design of a new generation of non parametric descriptive statistics that are able to enlighten some characteristics of the dependence structure of a system of random variables, in order to act as a guidance for parametric, statistical and economic modeling.Three are the main ingredients, used to understand dependence: copula functions, symmetries and empirical processes.
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