Construction of Multivariate Distributions with Dependent Marginals Using Copulas in R

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Jaramillo-Elorza, M. C; Lozano, J. A;
(2014)
  • Publisher: Universidad Pedagógica y Tecnológica de Colombia
  • Subject: R Software | Copula | Análisis Multivariado | Software R | Copula package | Paquete copula | Multivariate Analysis | Cópulas en R

Las cópulas se han convertido en una herramienta popular para la construcción de modelos multivariados en campos donde la dependencia multivariada es de gran interés. El propósito de este trabajo es presentar las cópulas tanto en su concepto teórico, como en su implemen... View more
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    16 references, page 1 of 2

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