Title :
Copulas: A tool for modeling the dependence structure of random vectors
Author_Institution :
Dept. of Math., Slovak Univ. of Technol., Bratislava
Abstract :
Copulas enabling to characterize the joint distributions of random vectors by means of the corresponding one-dimensional marginals are presented and discussed. Some properties of copulas and several construction methods, especially when a partial knowledge is available, are included. Possible applications are indicated.
Keywords :
random processes; vectors; copulas; one-dimensional marginals; random vectors; Books; Mathematical model; Mathematics; Radio access networks; Random variables;
Conference_Titel :
Intelligent Systems and Informatics, 2008. SISY 2008. 6th International Symposium on
Conference_Location :
Subotica
Print_ISBN :
978-1-4244-2406-1
Electronic_ISBN :
978-1-4244-2407-8
DOI :
10.1109/SISY.2008.4664899
