Now showing items 1-3 of 3

    • On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi 

      Bahraoui, Zuhair; Bolancé, Catalina; Pelican, Elena; Vernic, Raluca (Institut d'Estadística de Catalunya, 2015-12)
      Article
      Open Access
      The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the ...
    • Optimal inverse Beta(3,3) transformation in kernel density estimation 

      Bolancé, Catalina (Institut d'Estadística de Catalunya, 2010)
      Article
      Open Access
      A double transformation kernel density estimator that is suitable for heavy-tailed distributions is presented. Using a double transformation, an asymptotically optimal bandwidth parameter can be calculated when minimizing ...
    • Testing extreme value copulas to estimate the quantile 

      Bahraoui, Zuhair; Bolancé, Catalina; Pérez-Marín, Ana M. (Institut d'Estadística de Catalunya, 2014-06-12)
      Article
      Open Access
      We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the ...