QA140 : Copulas and its applications
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2012
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Abstarct: In many different fields of scientific researchs, other variables affect the response
variable and respond to main question is lies in reception joint of behavior and the
relationship between both variables.
One of the methods to establish this connection is copulas that entered widely in
different sciences today. Word copula is construable from two standpoints: one standpoint
is a function that the joint distribution function connects the marginal functions and from
another standpoint, is the distribution function that its marginal distribution functions are
uniformly distribution. So we can say copulas are useful tools for modeling construction
dependence between variables.
In this thesis, introduced concept of copula, properties and some of these functions,
we study measures of dependence and nonexchangeability for copula.
Keywords:
#Copula #Coefficients of correlation #Nonexchangeability
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor: