Copulas: An approach how to model the dependence structure of random vectors

Acta Polytechnica Hungarica

Volumn 6, Issue 1, 2009, Pages 5-19

  Mesiar, Radko ^a   Komorníková, Magda ^a  

^a SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

Author keywords

Aggregation function; Copula; Dependence; Random variable; Random vector

Indexed keywords

EID: 70349738317     PISSN: 17858860     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (37)

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