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: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897890526&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53436 |
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| Institution: | Chiang Mai University |