Regressão polinomial convexa unimodal utilizando polinômios de Bernstein no ajuste de cópulas.
Conteúdo do artigo principal
Resumo
Os polinômios de Bernstein são adequados para realizar regressões com restrição de forma, em particular, regressão convexa unimodal. A função de Pickands é convexa e unimodal, sendo um elemento fundamental na teoria das cópulas de valores extremos. O objetivo deste artigo é explicar em detalhes o uso de polinômios de Bernstein na estimação da função de Pickand e estabelecer um novo teste de significância para cópulas de valores extremos.
Detalhes do artigo
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Referências
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