Number of the records: 1
A short note on multivariate dependence modeling
- 1.
SYSNO ASEP 0427848 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title A short note on multivariate dependence modeling Author(s) Bína, V. (CZ)
Jiroušek, Radim (UTIA-B) ORCIDNumber of authors 2 Source Title Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 49, č. 3 (2013), s. 420-432Number of pages 13 s. Publication form Print - P Language eng - English Country CZ - Czech Republic Keywords multivariate distribution ; dependence ; copula Subject RIV IN - Informatics, Computer Science Institutional support UTIA-B - RVO:67985556 UT WOS 000322858500004 Annotation In 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2015
Number of the records: 1