Détails Publication
COPULA OF BERNSTEIN AND DEGREE OF DISCORDANCE,
Lien de l'article: https://doi.org/10.17654/0972086324021
Discipline: Statistiques et Probabilités
Auteur(s): Vini Yves Bernadin LOYARA, Fabrice OUOBA et Rémi Guillaume BAGRE
Auteur(s) tagués:
LOYARA Vini Yves Bernadin
Renseignée par : LOYARA Vini Yves Bernadin
Résumé
The analytical expression for the degree of multivariate discordance in probability has a high level of mathematical elegance. This is why we were interested in the degree of discrepancy. In addition, while working on this expression, an application to the Bernstein copula appeared more accessible. We therefore modeled the expression for the Bernstein copula and the degree of discordance.
Mots-clés
copulas, multivariate dependence, degree of discordance, logistics model