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) provide a com...
Saved in:
| Main Authors: | , , , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951727830&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54422 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |
成為第一個發表評論!