Graphical Methods For Detecting Dependence

Copulas have become a useful tool for modeling data when the dependence among random variables exists and the multivariate normality assumption is not fulfilled. The copulas have been applied in several fields. In finance, copulas are used in asset modeling and risk management. In biomedical stud...

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Détails bibliographiques
Auteurs principaux: Guarín-Escudero, Julieth V., Jaramillo-Elorza, Mario C., Lopera-Gómez, Carlos M.
Format: Online
Langue:eng
Publié: Universidad Pedagógica y Tecnológica de Colombia 2018
Sujets:
Accès en ligne:https://revistas.uptc.edu.co/index.php/ciencia_en_desarrollo/article/view/5490