What are copulas?

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dc.contributor.authorMardani-Fard, Heydar Ali
dc.contributor.authorArdalan, Arash
dc.date.accessioned2024-07-12T20:49:48Z
dc.date.available2024-07-12T20:49:48Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractA copula is, in fact, a multivariate distribution function with standard uniform margins. Sklar (1959) proved that for a d?variate distribution function F with univariate margins F1, . . . , Fd, there exists a d?copula, CF , such that F (x) = F (x1, . . . , xd) = CF (F (x1), . . . , F (xd)), for all x ? R d . Studying multivariate distribution functions with given margins coincides with studying copulas. For example, looking for bounds on a specified class of multivariate distribution functions with given margins coincides with trying to find bounds on a class of copulas with related conditions. Also,CF can be stand for the joint information of F , against its marginal information (that are all in its marginal distribution functions). As a result, in the studying of association of two random variables, it is useful to restrict our attentions to the copula-based measures. In this work we give some interpretations and properties of copulas and present some ways to construct a copula. Also, some applications of copulas were presented. In many parts of this work, the particular case d = 2 is discussed.en_US
dc.identifier.citationMardani-Fard, H. A. ve Ardalan, A. (2009). What are copulas?. Maltepe Üniversitesi. s. 195.en_US
dc.identifier.endpage196en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage195en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2235
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07562
dc.titleWhat are copulas?en_US
dc.typeConference Object
dspace.entity.typePublication

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