Copula (probability theory)
In probability theory and statistics, a copula is a multivariate probability distribution for which the marginal probability distribution of each variable is uniform. Copulas are used to describe the dependence between random variables. Their name comes from the Latin for "link" or "tie", similar but unrelated to grammatical copulas in linguistics. Copulas have been used widely in quantitative finance to model and minimize tail risk and portfolio optimization applications.
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Archimedean copulaCopula (mathematics)Copula (statistics)Copula MethodsCopula functionFrechet-Hoeffding copula boundsFréchet-Hoeffding copula boundsFréchet–Hoeffding copula boundsGaussian copulaGaussian copula functionGaussian copula modelN-increasingN-increasing functionSklar's theoremSklar theoremSklars theoremStochastic copula
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Copula (probability theory)
In probability theory and statistics, a copula is a multivariate probability distribution for which the marginal probability distribution of each variable is uniform. Copulas are used to describe the dependence between random variables. Their name comes from the Latin for "link" or "tie", similar but unrelated to grammatical copulas in linguistics. Copulas have been used widely in quantitative finance to model and minimize tail risk and portfolio optimization applications.
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Een copula is een simultane ve ...... verdelingen van de variabelen.
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Eine Copula (Pl. Copulas oder ...... mit Korrelationskoeffizienten.
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Em estatística, uma função cóp ...... ência possam ser representados
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En Teoría de la probabilidad y ...... urrentes y sistemas dinámicos.
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En statistiques, une copule es ...... ccuper de ses lois marginales.
@fr
In probability theory and stat ...... ula models are outlined below.
@en
In statistica, una copula si u ...... i sono continue, essa è unica.
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Kopula to dystrybuanta wielowy ...... tajnych rozkładach brzegowych.
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Копула (лат. Copula — соединен ...... рые свойства копулы имеют вид:
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关联结构(英语:Copula),处理统计中随机变量相关性问题 ...... 的联合分布,当然关联结构也可以来自于任何相应的给定联合分布。
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743,790,122
date
September 2011
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subject
hypernym
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Een copula is een simultane ve ...... verdelingen van de variabelen.
@nl
Eine Copula (Pl. Copulas oder ...... mit Korrelationskoeffizienten.
@de
Em estatística, uma função cóp ...... ência possam ser representados
@pt
En Teoría de la probabilidad y ...... definidas sobre el cubo unidad
@es
En statistiques, une copule es ...... ccuper de ses lois marginales.
@fr
In probability theory and stat ...... lio optimization applications.
@en
In statistica, una copula si u ...... ga una distribuzione uniforme.
@it
Kopula to dystrybuanta wielowy ...... tajnych rozkładach brzegowych.
@pl
Копула (лат. Copula — соединен ...... рые свойства копулы имеют вид:
@ru
关联结构(英语:Copula),处理统计中随机变量相关性问题 ...... 的联合分布,当然关联结构也可以来自于任何相应的给定联合分布。
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label
Copula (Mathematik)
@de
Copula (probability theory)
@en
Copula (statistica)
@it
Copula (wiskunde)
@nl
Copule (mathématiques)
@fr
Cópula (estatística)
@pt
Cópulas (Teoría de probabilidad)
@es
Kopuła (matematyka)
@pl
Копула
@ru
コピュラ (統計学)
@ja