Embedded Correlation in Time Varying Copulas of Bivariate Probability Distributions: 2007

Tanuj Puri

Embedded Correlation in Time Varying Copulas of Bivariate Probability Distributions: 2007

Division of Cancer Sciences (L5)

Research output: Thesis › Master's Thesis

Abstract

Copulas offer interesting insights into the dependence structures between the distributions of random variables. This brief note introduces new copulas, and provides an analysis for copulas, associated with bivariate Gaussian, Exponential, and Rayleigh distributions that have relevance to signal processing.

Original language	English
Qualification	Master of Science
Awarding Institution	University of Strathclyde
Award date	31 Oct 2007
Publication status	Unpublished - 2007

Keywords

copula
signal processing
marginal
bivariate gaussian
exponential
rayleigh
density function

Cite this

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title = "Embedded Correlation in Time Varying Copulas of Bivariate Probability Distributions: 2007",

abstract = "Copulas offer interesting insights into the dependence structures between the distributions of random variables. This brief note introduces new copulas, and provides an analysis for copulas, associated with bivariate Gaussian, Exponential, and Rayleigh distributions that have relevance to signal processing.",

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year = "2007",

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T2 - 2007

AU - Puri, Tanuj

PY - 2007

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AB - Copulas offer interesting insights into the dependence structures between the distributions of random variables. This brief note introduces new copulas, and provides an analysis for copulas, associated with bivariate Gaussian, Exponential, and Rayleigh distributions that have relevance to signal processing.

KW - copula

KW - signal processing

KW - marginal

KW - bivariate gaussian

KW - exponential

KW - rayleigh

KW - density function

M3 - Master's Thesis

ER -

Embedded Correlation in Time Varying Copulas of Bivariate Probability Distributions: 2007

Abstract

Keywords

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Cite this