A copula is a multivariate distribution function defined on the unit cube [0, 1]d, with uniformly distributed margins. P(X1 ≤ x1,...,Xn ≤ xd) = C {P(X1 ≤ x1),...,P(Xd ≤ xd)} = C {F1(x1),...,Fd(xd)
How should we think about copulas? Multivariate Normal Distribution? We need two items: 1. a vector ...
In this article, we investigate the problem of modelling multivariate ordinal data with CUB margins....
Given a sample from a continuous multivariate distribution FF, the uniform random variates generated...
A copula is a function which joins or “couples ” a multivariate distribution function to its one-dim...
A copula is a multivariate distribution, defined on the unit hypercube, which is characterized by un...
Type: Theoretical project with simulation component if desired Description: Copulas describe the dep...
A natural way to represent a 1-D probability distribution is to store its cumulative distribution fu...
Abstract. A natural way to represent a 1-D probability distribution is to store its cumulative distr...
When introducing copulas, it is commonly admitted that copulas are interesting because they allow to...
Abstract. A natural way to represent a 1-D probability distribution is to store its cumulative distr...
Just a short post to get back on results mentioned at the end of the course. Since copulas are obtai...
The notion of copula was introduced by A. Sklar in 1959, when answering a question raised by M. Fréc...
Just a short post to get back on results mentioned at the end of the course. Since copulas are obtai...
Copulas are functions that link an n-dimensional distribution function with its one-dimensional marg...
A simple method of multivariate distribution estimation defined by copula is suppose
How should we think about copulas? Multivariate Normal Distribution? We need two items: 1. a vector ...
In this article, we investigate the problem of modelling multivariate ordinal data with CUB margins....
Given a sample from a continuous multivariate distribution FF, the uniform random variates generated...
A copula is a function which joins or “couples ” a multivariate distribution function to its one-dim...
A copula is a multivariate distribution, defined on the unit hypercube, which is characterized by un...
Type: Theoretical project with simulation component if desired Description: Copulas describe the dep...
A natural way to represent a 1-D probability distribution is to store its cumulative distribution fu...
Abstract. A natural way to represent a 1-D probability distribution is to store its cumulative distr...
When introducing copulas, it is commonly admitted that copulas are interesting because they allow to...
Abstract. A natural way to represent a 1-D probability distribution is to store its cumulative distr...
Just a short post to get back on results mentioned at the end of the course. Since copulas are obtai...
The notion of copula was introduced by A. Sklar in 1959, when answering a question raised by M. Fréc...
Just a short post to get back on results mentioned at the end of the course. Since copulas are obtai...
Copulas are functions that link an n-dimensional distribution function with its one-dimensional marg...
A simple method of multivariate distribution estimation defined by copula is suppose
How should we think about copulas? Multivariate Normal Distribution? We need two items: 1. a vector ...
In this article, we investigate the problem of modelling multivariate ordinal data with CUB margins....
Given a sample from a continuous multivariate distribution FF, the uniform random variates generated...