Copula-based measurement error models

被引：0
|
作者：
Sheikhi, A. [1 ]
Mesiar, R. [2 ]
机构：
[1] Shahid Bahonar Univ, Fac Math & Comp, Dept Stat, Kerman, Iran
[2] Slovak Univ Technol Bratislava, Fac Civil Engn, Dept Math & Descript Geometry, Bratislava, Slovakia
来源：
IRANIAN JOURNAL OF FUZZY SYSTEMS | 2020年 / 17卷 / 06期
关键词：
Copula; noise; perturbation of copula; random vector; measurement error; REGRESSION-MODELS; FAST COMPUTATION; ALGORITHM;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this work, we study the joint distribution function as well as the copula of (X - Z, Y) where the random vector (X, Y, Z) is characterized by a copula C-X(, Y, Z). We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration.
引用
收藏
页码：29 / 38
页数：10
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