Publicación:
A FLEXIBLE CLAYTON-LIKE SPATIAL COPULA WITH APPLICATION TO BOUNDED SUPPORT DATA

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dc.creatorCHRISTIAN ELOY CAAMAÑO CARRILLO
dc.date2023
dc.date.accessioned2025-01-10T15:47:18Z
dc.date.available2025-01-10T15:47:18Z
dc.date.issued2023
dc.description.abstractTHE GAUSSIAN COPULA IS A POWERFUL TOOL THAT HAS BEEN WIDELY USED TO MODEL SPATIAL AND/OR TEMPORAL CORRELATED DATA WITH ARBITRARY MARGINAL DISTRIBUTIONS. HOWEVER, THIS KIND OF MODEL CAN POTENTIALLY BE TOO RESTRICTIVE SINCE IT EXPRESSES A REFLECTION SYMMETRIC DEPENDENCE. IN THIS PAPER, WE PROPOSE A NEW SPATIAL COPULA MODEL THAT MAKES IT POSSIBLE TO OBTAIN RANDOM FIELDS WITH ARBITRARY MARGINAL DISTRIBUTIONS WITH A TYPE OF DEPENDENCE THAT CAN BE REFLECTION SYMMETRIC OR NOT.
dc.formatapplication/pdf
dc.identifier.doi10.1016/j.jmva.2023.105277
dc.identifier.issn0047-259X
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/13652
dc.languagespa
dc.publisherJOURNAL OF MULTIVARIATE ANALYSIS
dc.relation.uri10.1016/j.jmva.2023.105277
dc.rightsPUBLICADA
dc.subjectReflection Asymmetry
dc.subjectComposite likelihood
dc.subjectBeta random fields
dc.subjectArchimedean Copula
dc.titleA FLEXIBLE CLAYTON-LIKE SPATIAL COPULA WITH APPLICATION TO BOUNDED SUPPORT DATA
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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