On the recursive estimation using copula function in the regression model

On the recursive estimation using copula function in the regression model

The main aim of this paper is to study the recursive estimation of the regression model by the transformed copula, giving its asymptotic properties to improve the performance of predictors nonparametric kernel, reducing their time calculations by using recursive kernels.

Bibliographic Details
Main Authors: Djamila Bennafla, Amina Angelika Bouchentouf, Abbes Rabhi, Khadidja Sabri
Format: Article
Language:English
Published: BİSKA Bilisim Company 2016-01-01
Series:New Trends in Mathematical Sciences
Subjects:
Copulas
nonparametric estimation
recursive estimation
regression model.
Online Access:https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=5105
id doaj-82bc4dced9d04b0f92871cd5933e4f29
record_format Article
spelling doaj-82bc4dced9d04b0f92871cd5933e4f292020-11-24T20:44:51ZengBİSKA Bilisim CompanyNew Trends in Mathematical Sciences2147-55202147-55202016-01-0141253710.20852/ntmsci.20161156015105On the recursive estimation using copula function in the regression modelDjamila Bennafla0Amina Angelika Bouchentouf1Abbes Rabhi2Khadidja Sabri3Moulay Tahar University of SaidaUniversity of Sidi Bel AbbesUniversity of Sidi Bel AbbesUniversity of Es-Senia OranThe main aim of this paper is to study the recursive estimation of the regression model by the transformed copula, giving its asymptotic properties to improve the performance of predictors nonparametric kernel, reducing their time calculations by using recursive kernels.https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=5105Copulasnonparametric estimationrecursive estimationregression model.
collection DOAJ
language English
format Article
sources DOAJ
author Djamila Bennafla
Amina Angelika Bouchentouf
Abbes Rabhi
Khadidja Sabri
spellingShingle Djamila Bennafla
Amina Angelika Bouchentouf
Abbes Rabhi
Khadidja Sabri
On the recursive estimation using copula function in the regression model
New Trends in Mathematical Sciences
Copulas
nonparametric estimation
recursive estimation
regression model.
author_facet Djamila Bennafla
Amina Angelika Bouchentouf
Abbes Rabhi
Khadidja Sabri
author_sort Djamila Bennafla
title On the recursive estimation using copula function in the regression model
title_short On the recursive estimation using copula function in the regression model
title_full On the recursive estimation using copula function in the regression model
title_fullStr On the recursive estimation using copula function in the regression model
title_full_unstemmed On the recursive estimation using copula function in the regression model
title_sort on the recursive estimation using copula function in the regression model
publisher BİSKA Bilisim Company
series New Trends in Mathematical Sciences
issn 2147-5520
2147-5520
publishDate 2016-01-01
description The main aim of this paper is to study the recursive estimation of the regression model by the transformed copula, giving its asymptotic properties to improve the performance of predictors nonparametric kernel, reducing their time calculations by using recursive kernels.
topic Copulas
nonparametric estimation
recursive estimation
regression model.
url https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=5105
work_keys_str_mv AT djamilabennafla ontherecursiveestimationusingcopulafunctionintheregressionmodel
AT aminaangelikabouchentouf ontherecursiveestimationusingcopulafunctionintheregressionmodel
AT abbesrabhi ontherecursiveestimationusingcopulafunctionintheregressionmodel
AT khadidjasabri ontherecursiveestimationusingcopulafunctionintheregressionmodel
_version_ 1716816391050362880

Similar Items