A comparison of two graphical methods for detecting dependence

Copulas have become a useful tool for modeling data when the dependence among random variables exists and the multivariate normality assumption is not fulfilled. The copulas have been applied in several fields. In finance, copulas are used in asset modeling and risk management. In biomedical studie...

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Bibliographic Details
Institution:UPTC - Universidad Pedagógica y Tecnológica de Colombia
Main Authors: Guarín Escudero, Julieth Veronica, Jaramillo Elorza, Mario César, Lopera Gómez, Carlos Mario
Format: Artículo de revista
Language:English
Published: Universidad Pedagógica y Tecnológica de Colombia 2018-02-18
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Online Access:http://repositorio.uptc.edu.co/handle/001/2155
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