Copulas are a popular choice when assessing the dependence structure between continuous random variables. However, major difficulties arise as soon as one of the random variables is non-continuous. This thesis introduces the basics of copula theory based on the cited literature. The main focus of this thesis is to introduce the reader to the field of non- continuous copula modelling and highlight all major issues. At the same time, empirical evidence with discussion is presented to suggest that copula modelling and inference may be a viable option when additional care and caution are applied. Afterwards, accumulated theoretical knowledge is demonstrated on real-world data concerning bike-sharing
The authors review various facts about copulas linking discrete distributions. They show how the pos...
Copulas are used to specify dependence between two or more random variables. The last few years have...
Copulas are used to specify dependence between two or more random variables. The last few years have...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling depende...
The modelling of dependence relations between random variables is one of the most widely studied sub...
Copulas are mathematical objects that fully capture the dependence structure among random variables ...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
Principles of Copula Theory explores the state of the art on copulas and provides you with the found...
The notion of copula was introduced by A. Sklar in 1959, when answering a question raised by M. Fréc...
Understanding and quantifying dependence is at the core of all modelling efforts in the areas of ins...
In this paper we provide a review of copula theory with applications to finance. We illustrate the i...
The modern pair-copula construction (PCC) approach, which defines complex multivariate structures th...
The authors review various facts about copulas linking discrete distributions. They show how the pos...
Copulas are used to specify dependence between two or more random variables. The last few years have...
Copulas are used to specify dependence between two or more random variables. The last few years have...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas are a popular choice when assessing the dependence structure between continuous random varia...
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling depende...
The modelling of dependence relations between random variables is one of the most widely studied sub...
Copulas are mathematical objects that fully capture the dependence structure among random variables ...
Restricted until 15 Feb. 2009.A construction of multivariate distribution functions that allows for ...
Principles of Copula Theory explores the state of the art on copulas and provides you with the found...
The notion of copula was introduced by A. Sklar in 1959, when answering a question raised by M. Fréc...
Understanding and quantifying dependence is at the core of all modelling efforts in the areas of ins...
In this paper we provide a review of copula theory with applications to finance. We illustrate the i...
The modern pair-copula construction (PCC) approach, which defines complex multivariate structures th...
The authors review various facts about copulas linking discrete distributions. They show how the pos...
Copulas are used to specify dependence between two or more random variables. The last few years have...
Copulas are used to specify dependence between two or more random variables. The last few years have...