Random noise and perturbation of copulas
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F19%3A00506946" target="_blank" >RIV/67985556:_____/19:00506946 - isvavai.cz</a>
Result on the web
<a href="http://www.kybernetika.cz/content/2019/2/422" target="_blank" >http://www.kybernetika.cz/content/2019/2/422</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2019-2-0422" target="_blank" >10.14736/kyb-2019-2-0422</a>
Alternative languages
Result language
angličtina
Original language name
Random noise and perturbation of copulas
Original language 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∈[−∞,∞].
Czech name
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Czech description
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Classification
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
10103 - Statistics and probability
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
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Volume of the periodical
55
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
422-434
UT code for WoS article
000487283100012
EID of the result in the Scopus database
2-s2.0-85072120827