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 X1,. . ., Xn are independent, the corresponding cdfs F1(x1),. . ., Fn(xn) provid...
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Main Authors: | Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva |
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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/6653943832/54416 |
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Institution: | Chiang Mai University |
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