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A short note on multivariate dependence modeling

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    SYSNO ASEP0427848
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitleA short note on multivariate dependence modeling
    Author(s) Bína, V. (CZ)
    Jiroušek, Radim (UTIA-B)
    Number of authors2
    Source TitleKybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
    Roč. 49, č. 3 (2013), s. 420-432
    Number of pages13 s.
    Publication formPrint - P
    Languageeng - English
    CountryCZ - Czech Republic
    Keywordsmultivariate distribution ; dependence ; copula
    Subject RIVIN - Informatics, Computer Science
    Institutional supportUTIA-B - RVO:67985556
    UT WOS000322858500004
    AnnotationIn the paper the problem of description of dependent variables is tackled using the well known Iterative Proportional Fitting Procedure. The proposed solution is not an exact mathematical solution of a marginal problem but just its approximation applicable in many practical situations like Monte Carlo sampling. This is why the authors deal not only with the consistent case, when the iterative procedure converges, but also with the inconsistent non-converging case.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2015
Number of the records: 1