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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

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

  • 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

  • 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