Multivariate non-normally distributed random variables in climate research – introduction to the copula approach
Probability distributions of multivariate random variables are generally more complex compared to their univariate counterparts which is due to a possible nonlinear dependence between the random variables. One approach to this problem is the use of copulas, which have become popular over recent y...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2008-10-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/15/761/2008/npg-15-761-2008.pdf |