Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2021-05-06 DOI:10.1137/S0040585X97T990319

L. E. Melkumova, S. Y. Shatskikh

引用次数: 0

Abstract

We give an equivalent definition of the conditional quantile reproducibility property for multivariate probability distributions using the concept of copula. Based on this definition, we establish ...

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多元分布的条件分位数再现性和简化的对Copula构造

利用copula的概念，给出了多元概率分布的条件分位数再现性的等价定义。基于这个定义，我们建立……

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.