Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiency
© Springer International Publishing Switzerland 2015. A natural way to represent a 1-D probability distribution is to store its cumulative distribution function (cdf) F(x) = Prob(X < x). When several random variables X 1 ,. . ., X n are independent, the corresponding cdfs F 1 (x 1 ),. . ., F n...
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| Main Authors: | , , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951019499&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44812 |
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| Institution: | Chiang Mai University |