ESTIMATION OF COPULA AND ITS APPLICATION ON DOUBLE DECREMENT MODELS
Abstract: <br /> <br /> <br /> <br /> <br /> This thesis introduces the concept of copulas, a tool for understanding non linear dependence among multivariate outcomes. A copula is a function that links univariate marginals to their full multivariate distribution. T...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Theses |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/6045 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |