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(1+2)-evolution strategy for fitting a straight shuffle of min to a dataset

Published: 12 July 2011 Publication History

Abstract

This paper proposes an Evolution Strategy to find a shuffle ofM that suits to a batch of datasets that serve as benchmark. Results are compared with wavelet estimation.

References

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A. Erdely, J. Gonzalez-Barrio, and R. Nelsen. Symmetries of random discrete copulas. Kybernetika, 44(6):846--863, 2008.
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C. Genest, E. Masiello, and K. Tribouley. Estimating copula densities through wavelets. Insurance: Mathematics and Economics, 44(2):170--181, 2009.
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P. Jaworski, F. Durante, W. Härdle, and T. Rychlik (editors) Workshop on Copula Theory and its Applications, Lecture Notes in Statistics - Proceedings. Springer-Berlin, 2010.
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H. Joe. Multivariate models and dependence concepts. Chapman and Hall, 1997.
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G. Mayor, J. Suñer, and J. Torrens. Copula-like operations on finite settings. IEEE Transactions on Fuzzy Systems, 13(4):468--477, 2005.
[6]
P. Mikusinski, H. Sherwood, and M. Taylor. Shuffles of min. Stochastica, XIII-1:61--74, 1992.
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P. Mikusinski and M. Taylor. Some approximations of n-copulas. Metrika, 2009.
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R. B. Nelsen. An introduction to copulas. Springer Series in Statistics, 2nd. edition, 2006.
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A. Sklar. Fonctions de repartition n dimensions et leurs marges. volume 8. Inst. Statist. Univ. Paris, 1959.

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  1. (1+2)-evolution strategy for fitting a straight shuffle of min to a dataset

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    cover image ACM Conferences
    GECCO '11: Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
    July 2011
    1548 pages
    ISBN:9781450306904
    DOI:10.1145/2001858

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 12 July 2011

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    Author Tags

    1. copula functions
    2. evolution strategies
    3. non-paremetric estimation
    4. probability distribution functions
    5. shuffles of m

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