Exporing the robustness of copula models

碩士 === 國立中央大學 === 統計研究所 === 99 === In recent years, copula models have become a popular method for modeling correlated data, and have been widely applied in many field of studies. Although one can use the copula models to construct multivariate distribution easily, there is no research discussing th...

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Main Authors:	Wan-Ling Cai, 蔡宛玲
Other Authors:	Tsung-Shan Tsou
Format:	Others
Language:	zh-TW
Published:	2011
Online Access:	http://ndltd.ncl.edu.tw/handle/89109627718260372503

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spelling	ndltd-TW-099NCU053370212017-07-09T04:29:51Z http://ndltd.ncl.edu.tw/handle/89109627718260372503 Exporing the robustness of copula models 關聯結構模型之強韌性的探討 Wan-Ling Cai 蔡宛玲碩士國立中央大學統計研究所 99 In recent years, copula models have become a popular method for modeling correlated data, and have been widely applied in many field of studies. Although one can use the copula models to construct multivariate distribution easily, there is no research discussing the robustness of copula models so far. The purpose of this thesis is to investigate the robustness property of the copula models under model misspecifications. We also compare copula models with the multivariate negative binomial model. Tsung-Shan Tsou 鄒宗山 2011 學位論文 ; thesis 111 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中央大學 === 統計研究所 === 99 === In recent years, copula models have become a popular method for modeling correlated data, and have been widely applied in many field of studies. Although one can use the copula models to construct multivariate distribution easily, there is no research discussing the robustness of copula models so far. The purpose of this thesis is to investigate the robustness property of the copula models under model misspecifications. We also compare copula models with the multivariate negative binomial model.
author2	Tsung-Shan Tsou
author_facet	Tsung-Shan Tsou Wan-Ling Cai 蔡宛玲
author	Wan-Ling Cai 蔡宛玲
spellingShingle	Wan-Ling Cai 蔡宛玲 Exporing the robustness of copula models
author_sort	Wan-Ling Cai
title	Exporing the robustness of copula models
title_short	Exporing the robustness of copula models
title_full	Exporing the robustness of copula models
title_fullStr	Exporing the robustness of copula models
title_full_unstemmed	Exporing the robustness of copula models
title_sort	exporing the robustness of copula models
publishDate	2011
url	http://ndltd.ncl.edu.tw/handle/89109627718260372503
work_keys_str_mv	AT wanlingcai exporingtherobustnessofcopulamodels AT càiwǎnlíng exporingtherobustnessofcopulamodels AT wanlingcai guānliánjiégòumóxíngzhīqiángrènxìngdetàntǎo AT càiwǎnlíng guānliánjiégòumóxíngzhīqiángrènxìngdetàntǎo
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Exporing the robustness of copula models

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