Why copulas have been successful in many practical applications: A theoretical explanation based on computational efficiency

• Main Authors: Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva
• 格式: Book Series
• 出版: 2018
• 主題: Computer Science; Mathematics
• 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

© 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...