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- Copula_(probability_theory) abstract "In probability theory and statistics, a copula is a multivariate probability distribution for which the marginal probability distribution of each variable is uniform. Copulas are used to describe the dependence between random variables. They are named for their resemblance to grammatical copulas in linguistics.Sklar's Theorem states that any multivariate joint distribution can be written in terms of univariate marginal distribution functions and a copula which describes the dependence structure between the variables.Copulas are popular in high-dimensional statistical applications as they allow one to easily model and estimate the distribution of random vectors by estimating marginals and copulae separately. There are many parametric copula families available, which usually have parameters that control the strength of dependence. Some popular parametric copula models are outlined below. The formula was also adapted to Wall Street, where it took on a life of its own, used to estimate the probability distribution of losses on pools of loans or bonds. The users of the formula have been criticized for creating "evaluation cultures" that took the predictions of the formula as hard probabilities with which to make risk assessments.".
- Copula_(probability_theory) wikiPageExternalLink copulawiki.
- Copula_(probability_theory) wikiPageExternalLink Correlation.aspx.
- Copula_(probability_theory) wikiPageExternalLink TSchmidt_Copulas.pdf.
- Copula_(probability_theory) wikiPageExternalLink copula.
- Copula_(probability_theory) wikiPageExternalLink p842_chap01.pdf.
- Copula_(probability_theory) wikiPageID "1793003".
- Copula_(probability_theory) wikiPageRevisionID "605769203".
- Copula_(probability_theory) date "September 2011".
- Copula_(probability_theory) hasPhotoCollection Copula_(probability_theory).
- Copula_(probability_theory) id "p/c110410".
- Copula_(probability_theory) reason "what is FX".
- Copula_(probability_theory) reason "what is dependence dynamics".
- Copula_(probability_theory) title "Copula".
- Copula_(probability_theory) subject Category:Actuarial_science.
- Copula_(probability_theory) subject Category:Multivariate_statistics.
- Copula_(probability_theory) subject Category:Statistical_dependence.
- Copula_(probability_theory) subject Category:Systems_of_probability_distributions.
- Copula_(probability_theory) type Artifact100021939.
- Copula_(probability_theory) type Instrumentality103575240.
- Copula_(probability_theory) type Object100002684.
- Copula_(probability_theory) type PhysicalEntity100001930.
- Copula_(probability_theory) type System104377057.
- Copula_(probability_theory) type SystemsOfProbabilityDistributions.
- Copula_(probability_theory) type Whole100003553.
- Copula_(probability_theory) comment "In probability theory and statistics, a copula is a multivariate probability distribution for which the marginal probability distribution of each variable is uniform. Copulas are used to describe the dependence between random variables.".
- Copula_(probability_theory) label "Copula (Mathematik)".
- Copula_(probability_theory) label "Copula (probability theory)".
- Copula_(probability_theory) label "Copula (statistica)".
- Copula_(probability_theory) label "Copule (mathématiques)".
- Copula_(probability_theory) label "Cópula (estatística)".
- Copula_(probability_theory) label "Cópulas (Teoría de probabilidad)".
- Copula_(probability_theory) label "Kopuła (matematyka)".
- Copula_(probability_theory) label "Копула".
- Copula_(probability_theory) label "コピュラ (統計学)".
- Copula_(probability_theory) label "耦合 (概率)".
- Copula_(probability_theory) sameAs Copula_(Mathematik).
- Copula_(probability_theory) sameAs Cópulas_(Teoría_de_probabilidad).
- Copula_(probability_theory) sameAs Copule_(mathématiques).
- Copula_(probability_theory) sameAs Copula_(statistica).
- Copula_(probability_theory) sameAs コピュラ_(統計学).
- Copula_(probability_theory) sameAs Kopuła_(matematyka).
- Copula_(probability_theory) sameAs Cópula_(estatística).
- Copula_(probability_theory) sameAs m.05xf9y.
- Copula_(probability_theory) sameAs Q1131601.
- Copula_(probability_theory) sameAs Q1131601.
- Copula_(probability_theory) sameAs Copula_(probability_theory).
- Copula_(probability_theory) wasDerivedFrom Copula_(probability_theory)?oldid=605769203.
- Copula_(probability_theory) isPrimaryTopicOf Copula_(probability_theory).