Statistical dependence through common risk factors: With applications in uncertainty analysis
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چکیده
منابع مشابه
Statistical dependence through common risk factors: With applications in uncertainty analysis
Conclusions A model for building statistical dependence between marginal distribution with bounded support is discussed. The model is geared towards elicitation of dependence parameters through expert judgment. The resulting joint distribution may be useful in uncertainty analyses where dependence between random variables with a bounded support is present due to common risk factors, such as e...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2005
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2003.06.028