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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書目詳細資料
Main Authors: Guarín-Escudero, Julieth V., Jaramillo-Elorza, Mario C., Lopera-Gómez, Carlos M.
格式: Online
語言:eng
出版: Universidad Pedagógica y Tecnológica de Colombia 2018
主題:
在線閱讀:https://revistas.uptc.edu.co/index.php/ciencia_en_desarrollo/article/view/5490