A streaming algorithm for bivariate empirical copulas

DOI10.1016/J.CSDA.2019.01.015MaRDI QIDQ1738002zbMATH OpenOpenAlexFDO

Authors A. Gregory

Publication date 29 March 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.05168

zbMATH Keywords

copulasdependent data streamsstatistical summaries

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3656971 (Why is no real title available?)
• A class of multivariate copulas based on products of bivariate copulas
• Algorithms and Computation
• Asymptotic properties of sample quantiles of discrete distributions
• Encyclopedia of Database Systems
• Non-parametric Estimation of Tail Dependence
• Nonparametric estimation of simplified vine copula models: comparison of methods
• Pair-copula constructions of multiple dependence
• Range counting over multidimensional data streams
• Vines -- a new graphical model for dependent random variables.

Cited in

(1)

• Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams

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