A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true ...
With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...
This is a preview. Log in through your library . Abstract This paper derives an analytic closed-form formula for the cumulative distribution function (cdf) of the ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback