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1. Random noise and perturbation of copulas

Creator:
Mesiar, Radko , Sheikhi, Ayyub , and Komorníková, Magda
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
copula, noise, perturbation of copula, and random vector
Language:
English
Description:
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∈[−∞,∞].
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public