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Discrete Copulas

IEEE Transactions on Fuzzy Systems, 2006
We define discrete copulas on a grid of the unit square and show that with each discrete copula there is associated, in a natural way, a bistochastic matrix. This is used in order to introduce the product of discrete copulas. Discrete copulas of order n are the smallest convex set containing the irreducible discrete copulas of order n introduced by ...
KOLESAROVA A   +3 more
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Compositions of Copulas and Quasi-Copulas

2004
The object of the research here reported is the study of compositions of copulas, quasi-copulas and semicopulas by means of a two-place real function. Specifically, let A, B and O be mappings from [0, 1]2 into [0, 1], we characterize the properties of O which ensure O(A,B) is in the same class of A and B.
DURANTE, FABRIZIO, SEMPI, Carlo
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Copula Particle Filters

Computational Statistics & Data Analysis, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodríguez, Carlos E.   +1 more
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�������������������� �������������� �������������������� �������������� ���� ���������� ������������������ ���� ���� ���������� ������������������ (copulas).

2016
Copulas have become a very frequently used method of creating models and examining the structure between the statistical causality and interdependence between two or more variables. The purpose of this Master s Thesis is to present the theoretical basis of the copulas, explain the main statistical concepts that are related to them and present the ...
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