---
_id: '1168'
abstract:
- lang: eng
text: Optimum experimental design theory has recently been extended for parameter
estimation in copula models. The use of these models allows one to gain in flexibility
by considering the model parameter set split into marginal and dependence parameters.
However, this separation also leads to the natural issue of estimating only a
subset of all model parameters. In this work, we treat this problem with the application
of the (Formula presented.)-optimality to copula models. First, we provide an
extension of the corresponding equivalence theory. Then, we analyze a wide range
of flexible copula models to highlight the usefulness of (Formula presented.)-optimality
in many possible scenarios. Finally, we discuss how the usage of the introduced
design criterion also relates to the more general issue of copula selection and
optimal design for model discrimination.
acknowledgement: 'This work has been supported by the project ANR-2011-IS01-001-01
“DESIRE” and Austrian Science Fund (FWF) I833-N18. Open access funding is provided
by the Austrian Science Fund (FWF). '
article_processing_charge: No
author:
- first_name: Elisa
full_name: Perrone, Elisa
id: 2A5F8724-F248-11E8-B48F-1D18A9856A87
last_name: Perrone
orcid: 0000-0003-0370-9835
- first_name: Andreas
full_name: Rappold, Andreas
last_name: Rappold
- first_name: Werner
full_name: Müller, Werner
last_name: Müller
citation:
ama: Perrone E, Rappold A, Müller W. D inf s optimality in copula models. Statistical
Methods and Applications. 2017;26(3):403-418. doi:10.1007/s10260-016-0375-6
apa: Perrone, E., Rappold, A., & Müller, W. (2017). D inf s optimality in copula
models. Statistical Methods and Applications. Springer. https://doi.org/10.1007/s10260-016-0375-6
chicago: Perrone, Elisa, Andreas Rappold, and Werner Müller. “D Inf s Optimality
in Copula Models.” Statistical Methods and Applications. Springer, 2017.
https://doi.org/10.1007/s10260-016-0375-6.
ieee: E. Perrone, A. Rappold, and W. Müller, “D inf s optimality in copula models,”
Statistical Methods and Applications, vol. 26, no. 3. Springer, pp. 403–418,
2017.
ista: Perrone E, Rappold A, Müller W. 2017. D inf s optimality in copula models.
Statistical Methods and Applications. 26(3), 403–418.
mla: Perrone, Elisa, et al. “D Inf s Optimality in Copula Models.” Statistical
Methods and Applications, vol. 26, no. 3, Springer, 2017, pp. 403–18, doi:10.1007/s10260-016-0375-6.
short: E. Perrone, A. Rappold, W. Müller, Statistical Methods and Applications 26
(2017) 403–418.
date_created: 2018-12-11T11:50:31Z
date_published: 2017-08-01T00:00:00Z
date_updated: 2023-09-20T11:25:09Z
day: '01'
ddc:
- '519'
department:
- _id: CaUh
doi: 10.1007/s10260-016-0375-6
external_id:
isi:
- '000407973200004'
file:
- access_level: open_access
checksum: 0b2d1b647ca96e9ef13a14b8b6775e0f
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:16:13Z
date_updated: 2020-07-14T12:44:37Z
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file_name: IST-2017-739-v1+2_10260_2016_375_MOESM1_ESM.pdf
file_size: 56664
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checksum: 3321ef34e02e28acfc427f77cf32812a
content_type: application/pdf
creator: system
date_created: 2018-12-12T10:16:14Z
date_updated: 2020-07-14T12:44:37Z
file_id: '5200'
file_name: IST-2017-739-v1+3_s10260-016-0375-6.pdf
file_size: 688953
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file_date_updated: 2020-07-14T12:44:37Z
has_accepted_license: '1'
intvolume: ' 26'
isi: 1
issue: '3'
language:
- iso: eng
license: https://creativecommons.org/licenses/by/4.0/
month: '08'
oa: 1
oa_version: Submitted Version
page: 403 - 418
publication: Statistical Methods and Applications
publication_status: published
publisher: Springer
publist_id: '6189'
pubrep_id: '739'
quality_controlled: '1'
scopus_import: '1'
status: public
title: D inf s optimality in copula models
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: c635000d-4b10-11ee-a964-aac5a93f6ac1
volume: 26
year: '2017'
...