Why Are FGM Copulas Successful? A Simple Explanation
© 2018 Songsak Sriboonchitta and Vladik Kreinovich. One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula. In many applications, a special class of copulas - known as FGM copulas - turned out to be most...
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th-cmuir.6653943832-587052018-09-05T04:33:28Z Why Are FGM Copulas Successful? A Simple Explanation Songsak Sriboonchitta Vladik Kreinovich Engineering Mathematics © 2018 Songsak Sriboonchitta and Vladik Kreinovich. One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula. In many applications, a special class of copulas - known as FGM copulas - turned out to be most successful in describing the dependence between quantities. The main result of this paper is that these copulas are the fastest to compute, and this explains their empirical success. As an auxiliary result, we also show that a similar explanation can be given in terms of fuzzy logic. 2018-09-05T04:29:03Z 2018-09-05T04:29:03Z 2018-01-01 Journal 1687711X 16877101 2-s2.0-85047815768 10.1155/2018/5872195 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047815768&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58705 |
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Engineering Mathematics Songsak Sriboonchitta Vladik Kreinovich Why Are FGM Copulas Successful? A Simple Explanation |
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© 2018 Songsak Sriboonchitta and Vladik Kreinovich. One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula. In many applications, a special class of copulas - known as FGM copulas - turned out to be most successful in describing the dependence between quantities. The main result of this paper is that these copulas are the fastest to compute, and this explains their empirical success. As an auxiliary result, we also show that a similar explanation can be given in terms of fuzzy logic. |
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Journal |
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Songsak Sriboonchitta Vladik Kreinovich |
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Songsak Sriboonchitta Vladik Kreinovich |
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Songsak Sriboonchitta |
| title |
Why Are FGM Copulas Successful? A Simple Explanation |
| title_short |
Why Are FGM Copulas Successful? A Simple Explanation |
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Why Are FGM Copulas Successful? A Simple Explanation |
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Why Are FGM Copulas Successful? A Simple Explanation |
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Why Are FGM Copulas Successful? A Simple Explanation |
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why are fgm copulas successful? a simple explanation |
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2018 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85047815768&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58705 |
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