Predictive Inference for Bivariate Data with Nonparametric Copula

Predictive Inference for Bivariate Data with Nonparametric Copula

This study presents a new nonparametric method for prediction of a future bivariate observation, by combining non-parametric predictive inference (NPI) for the marginals with nonparametric copula. In this paper we specifically use kernel method to take dependence structure into account. NPI is a fre...

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Bibliographic Details
Main Authors: Noryanti, Muhammad, Coolen, Frank P. A., Coolen-Maturi, Tahani
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing 2016
Subjects:
QA Mathematics
Online Access:http://umpir.ump.edu.my/id/eprint/18628/1/fist-2016-yanti-Predictive%20Inference%20for%20Bivariate%20Data1.pdf
http://umpir.ump.edu.my/id/eprint/18628/
https://doi.org/10.1063/1.4954609
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Institution: Universiti Malaysia Pahang
Language: English

Internet

http://umpir.ump.edu.my/id/eprint/18628/1/fist-2016-yanti-Predictive%20Inference%20for%20Bivariate%20Data1.pdf
http://umpir.ump.edu.my/id/eprint/18628/
https://doi.org/10.1063/1.4954609

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