Copula modeling for discrete random vectors
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar’s theorem, “the fundamental theorem of copulas”, makes a clear distinction between the continuous case and the discrete case, though. In particular, the copula of a...
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| Format: | Article |
| Language: | English |
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De Gruyter
2020-12-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2020-0022 |