Now showing items 1-2 of 2

    • Nonparametric estimation of location and scale parameters 

      Potgieter, C.J.; Lombard, F. (Elsevier, 2012)
      Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ ...
    • Partial and average copulas and association measures 

      Gijbels, Irène; Veraverbeke, Noël; Omelka, Marek (Institute of Mathematical Statistics, 2015)
      For a pair (Y1,Y2) of random variables there exist several measures of association that characterize the dependence between Y1 and Y2 by means of one single value. Classical examples are Pearson’s correlation coefficient, ...