5,368 research outputs found
Weak convergence of the weighted empirical beta copula process
The empirical copula has proved to be useful in the construction and
understanding of many statistical procedures related to dependence within
random vectors. The empirical beta copula is a smoothed version of the
empirical copula that enjoys better finite-sample properties. At the core lie
fundamental results on the weak convergence of the empirical copula and
empirical beta copula processes. Their scope of application can be increased by
considering weighted versions of these processes. In this paper we show weak
convergence for the weighted empirical beta copula process. The weak
convergence result for the weighted empirical beta copula process is stronger
than the one for the empirical copula and its use is more straightforward. The
simplicity of its application is illustrated for weighted Cram\'er--von Mises
tests for independence and for the estimation of the Pickands dependence
function of an extreme-value copula.Comment: 19 pages, 2 figure
Associação entre apoio social, sofrimento psíquico, gravidade física e bem-estar em pacientes internados nas enfermarias de clínica médica.
Trabalho de Conclusão de Curso - Universidade Federal de Santa Catarina. Curso de Medicina. Departamento de Clínica Médica
- …