Likelihood-based small-sample procedures to compute confidence intervals for measures of concordance in a Gaussian bivariate copula are presented, with special emphasis on Gini’s gamma index.
Small-sample inference on measures of concordance for the Gaussian bivariate copula with emphasis on Gini’s gamma index
Alessandra R. Brazzale
2015
Abstract
Likelihood-based small-sample procedures to compute confidence intervals for measures of concordance in a Gaussian bivariate copula are presented, with special emphasis on Gini’s gamma index.File in questo prodotto:
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