Lecture

Copulas and Margins

Description

This lecture covers copulas with different margins, including uniform, Fréchet, and Gumbel margins, and their joint distributions. It explores concepts like concordance probability, Kendall's tau, and extremal dependence in multivariate distributions.

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Official source

https://mediaspace.epfl.ch/media/0_s12yooih

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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