Empirical Measure of Multivariate Complete Dependence: Anusart Kinon

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Empirical Measure of Multivariate Complete Dependence

Anusart Kinon

Authors

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Keywords:

measure of complete dependence, complete dependence, copula, statistical estimator, kernel estimator

Abstract

In this work, we constructed a kernel-based estimator for measure of complete dependence in the case of random response vectors. Asymptotic properties of this estimator were proved. Simulation studies have also been done to confirm the result.

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Published

2022-12-01

How to Cite

Team, S. (2022). Empirical Measure of Multivariate Complete Dependence: Anusart Kinon. Thai Journal of Mathematics, 20(4), 1491–1504. Retrieved from https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/1416