A note on conjugate distributions for copulas

A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d‐dimensional parameter exponential functions. The generalized Farlie–Gumbel–Morgenstern copula is an example of this representation. This family is used to illustr...

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Bibliographic Details
Published in:Mathematical methods in the applied sciences 2015-12, Vol.38 (18), p.4797-4803
Main Authors: Fernández, Mariela, González-López, Verónica A., Rifo, Laura R.
Format: Article
Language:English
Subjects:
Bayesian analysis
Bayesian inference
Conjugates
copula density
Education
education policy
Exponential functions
generalized Farlie-Gumbel-Morgenstern copula
Mathematical analysis
mixture of truncated gamma distributions
Policies
Representations
Students
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Summary:A family of conjugated distributions for a given type of copulas is defined in this paper. Those copulas can be written as a mixture of d‐dimensional parameter exponential functions. The generalized Farlie–Gumbel–Morgenstern copula is an example of this representation. This family is used to illustrate the estimation technique with real data. Also, the applicability of Bayesian predictive approach is shown in an education policy issue by defining goals for the number of students per class that leads to improve their performance at school. Copyright © 2014 John Wiley & Sons, Ltd.
ISSN:0170-4214
1099-1476
DOI:10.1002/mma.3394