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...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/18628/ http://umpir.ump.edu.my/id/eprint/18628/ http://umpir.ump.edu.my/id/eprint/18628/1/fist-2016-yanti-Predictive%20Inference%20for%20Bivariate%20Data1.pdf |