Copulas and Vines (stat08012)

نویسنده

  • Luciana Dalla Valle
چکیده

Copulas and vines allow us to model the distribution of multivariate random variables in a flexible way. This article introduces copulas via Sklar’s theorem, explains how pair copula constructions are built by decomposing multivariate copula densities and illustrates vine graphical representations.

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تاریخ انتشار 2017