Bibliography

Journal Article

Random noise and perturbation of copulas

: Kybernetika vol.55, 2 (2019), p. 422-434

: copula, noise, perturbation of copula, random vector

: 10.14736/kyb-2019-2-0422

: http://library.utia.cas.cz/separaty/2019/E/mesiar-0506946.pdf

: http://www.kybernetika.cz/content/2019/2/422

(eng): 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∈[−∞,∞].

: BA

: 10103