QA140 : Copulas and its applications
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2012
Authors:
Nooshin Rezaei [Author], Ahmad Nezakati Rezazadeh[Supervisor], Mohsen Mir hosseini [Advisor]
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 Link
Keeping place: Central Library of Shahrood University
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