0506946 20241106135739.320190726235959.9 85072120827 000487283100012 10.14736/kyb-2019-2-0422 Random noise and perturbation of copulas 13 s. P cav_un_epca*02971630023-5954Kybernetika552 (2019)422-434Ústav teorie informace a automatizace AV ČR, v. v. i. copula noise perturbation of copula random vector cav_un_auth*0101163 Department of Econometrics 30 Mesiar Radko UTIA-B Ekonometrie Department of Econometrics E E Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0377654 40 Ayyub Sh. IR K cav_un_auth*0212267 30 Komorníková M. SK http://library.utia.cas.cz/separaty/2019/E/mesiar-0506946.pdf http://www.kybernetika.cz/content/2019/2/422 For a random vector (X,Y) characterized by a copula CX,Y we study its perturbation CX+Z,Y characterizing the random vector (X+Z,Y) affected by a noise Z independent of both X and Y. Several examples are added, including a new comprehensive parametric copula family (Ck)k∈[−∞,∞]. WOS BA 10000 10100 10103 2020 3 4 A sml 4as 20241106135739.3 RVO:67985556 http://hdl.handle.net/11104/0298086 S Copyright form 20190701 Copyright 3+4 Article Chemistry Physical A COMPUTERSCIENCE.CYBERNETICS 0.608 0.12 12.3 0.00084 0.215 778 43 0.241 27.97 0.81 146 Q3 0.582 50 Q4 15.751 6.8 Q4 Q4 0.16 Q4 6.818 2019 Soubory v repozitáři: mesiar-0506946-copyright form.pdf 85072120827 SCOPUS PUBMED 000487283100012 WOS cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 55 č. 2 2019 422 434 Ústav teorie informace a automatizace AV ČR, v. v. i.