Number of the records: 1
Random noise and perturbation of copulas
- 1.
SYSNO ASEP 0506946 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Random noise and perturbation of copulas Author(s) Mesiar, Radko (UTIA-B) RID, ORCID
Ayyub, Sh. (IR)
Komorníková, M. (SK)Number of authors 3 Source Title Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 55, č. 2 (2019), s. 422-434Number of pages 13 s. Publication form Print - P Language eng - English Country CZ - Czech Republic Keywords copula ; noise ; perturbation of copula ; random vector Subject RIV BA - General Mathematics OECD category Statistics and probability Method of publishing Open access Institutional support UTIA-B - RVO:67985556 UT WOS 000487283100012 EID SCOPUS 85072120827 DOI 10.14736/kyb-2019-2-0422 Annotation For a random vector (X,Y) characterized by a copula CX,Y we study its perturbation CX+Z,Y characterizing the random vector (X+Z,Y) affected by a noise Z independent of both X and Y. Several examples are added, including a new comprehensive parametric copula family (Ck)k∈[−∞,∞]. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2020 Electronic address http://www.kybernetika.cz/content/2019/2/422
Number of the records: 1