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In this paper the Kullback-Leibler notion of discrepancy (Kullback and Leibler, 1951) is used to propose a measure of multigroup segregation over a set of organizational units within a multivariate framework. Among the main results of the paper it is established that the Mutual Information index...
Persistent link: https://www.econbiz.de/10010861831
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based. This paper proposes nonparametric estimation of...
Persistent link: https://www.econbiz.de/10005249720
We study the asymptotic properties of the Bernstein estimator for unbounded density copula functions. We show that the estimator converges to infinity at the corner. We establish its relative convergence when the copula is unbounded and we provide the uniform strong consistency of the estimator...
Persistent link: https://www.econbiz.de/10010547881