- Title
- Efficient semi-parametric estimation for marginal correlated small sampled data
- Creator
- Indika, S. H. Sathish; Diawara, Norou; King, Robert A. R.
- Relation
- The 4th International Conference on Neural, Parallel & Scientific Computations (ICNPSC 2010). Proceedings of Neural, Parallel, and Scientific Computations, Volume 4, 2010 (Atlanta, GA 11-14 August, 2010) p. 161-168
- Relation
- http://www.dynamicpublishers.com/icnpsc4.htm/icnpsc4_schedule.htm
- Publisher
- Dynamic Publishers
- Resource Type
- conference paper
- Date
- 2010
- Description
- We propose a bivariate exponential model with exponential marginal densities, correlated via a latent random variables and with finite probability of simultaneous occurrence. We extend this model to a bivariate Erlang type distributions with same shape parameter. We propose an estimation method and illustrate our results with real data.
- Subject
- semi-parametric estimation; data; marginal densities
- Identifier
- http://hdl.handle.net/1959.13/935249
- Identifier
- uon:12014
- Identifier
- ISBN:1890888052
- Language
- eng
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