Paper Info
Title
Representation of Exchangeable Sequences by Means of Copulas
Abstract
Given a sequence X = (X-n)(n is an element of N) of exchangeable continuous random variables, it is proved that the joint distribution function of every finite subset of random variables belonging to X is fully described by means of a suitable bivariate copula and a univariate distribution function.
Year
DOI
Venue
2010
10.1007/978-3-642-14746-3_28
COMBINING SOFT COMPUTING AND STATISTICAL METHODS IN DATA ANALYSIS
Keywords
Field
DocType
Copula,Exchangeability
Discrete mathematics,Random variable,Joint probability distribution,Computer science,Copula (linguistics),Univariate distribution,Bivariate analysis
Conference
Volume
ISSN
Citations 
77
1867-5662
0
PageRank 
References 
Authors
0.34
3
2
Name
Order
Citations
PageRank
Fabrizio Durante139159.28
Jan-Frederik Mai2198.79