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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Dettagli Bibliografici
Autori principali: Guarín-Escudero, Julieth V., Jaramillo-Elorza, Mario C., Lopera-Gómez, Carlos M.
Natura: Online
Lingua:eng
Pubblicazione: Universidad Pedagógica y Tecnológica de Colombia 2018
Soggetti:
Accesso online:https://revistas.uptc.edu.co/index.php/ciencia_en_desarrollo/article/view/5490