Exporing the robustness of copula models

碩士 === 國立中央大學 === 統計研究所 === 99 === In recent years, copula models have become a popular method for modeling correlated data, and have been widely applied in many field of studies. Although one can use the copula models to construct multivariate distribution easily, there is no research discussing th...

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Bibliographic Details
Main Authors: Wan-Ling Cai, 蔡宛玲
Other Authors: Tsung-Shan Tsou
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/89109627718260372503