A comprehensive family of copulas to model bivariate random noise and perturbation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F21%3A73609828" target="_blank" >RIV/61989592:15310/21:73609828 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0165011420301251" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0165011420301251</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.fss.2020.04.010" target="_blank" >10.1016/j.fss.2020.04.010</a>

Result language
angličtina
Original language name
A comprehensive family of copulas to model bivariate random noise and perturbation
Original language description
Based on the random vector (X + Z, Y + Z) we study the perturbation C(X)(+ Z,Y+Z )of the copula C-X(, Y) of the random vector (X, Y) when the random noise Z is independent of both X and Y. We also propose a bivariate copula-based modification of the Irwin-Hall distribution and use it to extend the results of Mesiar et al. (2019) and present several examples for illustration.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
<a href="/en/project/GA18-06915S" target="_blank" >GA18-06915S: New approaches to aggregation operators in analysis and processing of data</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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