“Copula”的概念、定义、习题解题方法及翻译-数学辞典

单词

Copula

释义

Copula

A function that joins univariate distribution functions to form multivariate distribution functions. A 2-D copula is afunction such that

and

for all

, and

for all

such that

and

See also Sklar's Theorem

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