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Shuffle of min’s random variable approximations of bivariate copulas’realization
Copula Shuffle of Min approximation Narrow bounds of copula
2016/1/26
The comonotonicity and countermonotonicity provide intuitive upper and lower depen-dence relationship between random variables. This paper constructs the shuffle of min’s ran-domvariableapproximations...
Shuffle of min’s random variable approximations of bivariate copulas’realization
random variable approximations bivariate copulas realization
2016/1/20
The comonotonicity and countermonotonicity provide intuitive upper and lower depen-dence relationship between random variables. This paper constructs the shuffle of min’s ran-domvariableapproximations...