Copula function theory and classification

DOI

10.2991/icesame-17.2017.422How to use a DOI?

Keywords

copula, the joint distribution function, independence

Abstract

"copula" comes from Latin "copulare", meaning "together", and connecting to the one-dimensional marginal distribution. Copula function is the multivariate distribution function on [0,1], is also a usual method of measuring multivariate extreme value theory dependent function. According to the statistics, the copula theory can be traced back to the multivariate non-Gauss distribution in twentieth Century. Later In 1959, Professor Sklar has proposed the copula function, he believes that a joint distribution is too complex, and it can be decomposed into k marginal distribution, also, The copula function is not affected by the edge distribution The copula function describes the correlation structure between variables and studies the correlation between variables, if the edge function is continuous, then the copula function is the only sure.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Yueguang Hu
AU  - Zhigang Zhang
PY  - 2017/06
DA  - 2017/06
TI  - Copula function theory and classification
BT  - Proceedings of the 2017 2nd International Conference on Education, Sports, Arts and Management Engineering (ICESAME 2017)
PB  - Atlantis Press
SP  - 1997
EP  - 2001
SN  - 2352-5398
UR  - https://doi.org/10.2991/icesame-17.2017.422
DO  - 10.2991/icesame-17.2017.422
ID  - Hu2017/06
ER  -