ARTICLE
COPULA OF BERNSTEIN AND DEGREEOF DISCORDANCE
- Far East Journal of Theoretical Statistics , 68 (3) : 385-404
Lien de l'article :
https://doi.org/10.17654/0972086324021
Discipline :
Mathématiques, Physique, Chimie et Informatique
Auteur(s) :
Vini Yves Bernadin LOYARA, Fabrice OUOBA, Remi Guillaume BAGRE
Renseignée par : OUOBA Fabrice
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
Multivariate discordance degree, Bernstein copula, Probability theory, Dependence modeling.