Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
Given a d-dimensional random vector X = (X1, . . ., Xd), if the standard uniform vector U obtained by the component-wise probability integral transform (PIT) of X has the same distribution of its point reflection through the center of the unit hypercube, then X is said to have copula radial symmetry...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
De Gruyter
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/92dd703a094d44d6afd26f3c9ae087b4 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Sea el primero en dejar un comentario!