How to detect linear dependence on the copula level?
In many practical situations, the dependence between the quantities is linear or approximately linear. Knowing that the dependence is linear simplifies computations; so, is is desirable to detect linear dependencies. If we know the joint probability distribution, we can detect linear dependence by c...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Online Access: | http://www.scopus.com/inward/record.url?eid=2-s2.0-84897890526&partnerID=40&md5=307da28f38b4f801594171f67d3ebe14 http://cmuir.cmu.ac.th/handle/6653943832/1197 |
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| Institution: | Chiang Mai University |
| Language: | English |