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Modelos basados en cópulas discretas

Modelos basados en cópulas discretas

          
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About the Book

En la recopilación de datos para análisis estadísticos se presenta comúnmente una situación, entre otras, en la que la suposición de independencia entre observaciones no es plausible: Los datos se toman de un mismo sujeto en diferentes momentos a través del tiempo originando los llamados datos longitudinales. En primera instancia, este libro le presenta dos modelos estadísticos usuales para tratar con datos longitudinales binarios: Los modelos marginales de regresión con las ecuaciones estimadoras generalizadas y los modelos markovianos de transición con el método de modelos lineales generalizados. En segunda instancia, y más importante aún, el libro propone una nueva metodología de análisis para dichos modelos a través de cópulas discretas. Uno de los aspectos más interesantes del método de cópulas es que puede utilizarse con varias estructuras de dependencia aún con datos faltantes. Esto se ilustra con la aplicación de una cópula bivariada Gaussiana a una base de datos real, por medio de un programa en R proporcionado al final del libro. Se espera que el contenido presentado sirva de motivación a los profesionales de la estadística para ampliar el uso y desarrollo de las cópulas.


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Product Details
  • ISBN-13: 9783659064579
  • Publisher: Eae Editorial Academia Espanola
  • Binding: Paperback
  • Language: Spanish
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 152 mm
  • ISBN-10: 3659064572
  • Publisher Date: 07 Dec 2012
  • Height: 229 mm
  • No of Pages: 92
  • Series Title: Spanish
  • Weight: 145 gr


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