Uncertainty Analysis with High Dimensional Dependence Modelling
From MaRDI portal
Publication:3377862
DOI10.1002/0470863072zbMath1096.62073MaRDI QIDQ3377862
Roger M. Cooke, Dorota Kurowicka
Publication date: 29 March 2006
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/0470863072
62H99: Multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62-02: Research exposition (monographs, survey articles) pertaining to statistics
Related Items
Generating random correlation matrices based on vines and extended onion method, On the simplified pair-copula construction -- simply useful or too simplistic?, Mining and visualising ordinal data with non-parametric continuous BBNs, Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices, Polynomial chaos representation of spatio-temporal random fields from experimental measurements, Tail dependence functions and vine copulas
Uses Software