bibtype J - Journal Article
ARLID 0427848
utime 20240903170629.0
mtime 20140529235959.9
WOS 000322858500004
title (primary) (eng) A short note on multivariate dependence modeling
specification
page_count 13 s.
media_type P
serial
ARLID cav_un_epca*0297163
ISSN 0023-5954
title Kybernetika
volume_id 49
volume 3 (2013)
page_num 420-432
publisher
name Ústav teorie informace a automatizace AV ČR, v. v. i.
keyword multivariate distribution
keyword dependence
keyword copula
author (primary)
ARLID cav_un_auth*0095925
name1 Bína
name2 V.
country CZ
author
ARLID cav_un_auth*0101118
name1 Jiroušek
name2 Radim
full_dept (cz) Matematická teorie rozhodování
full_dept Department of Decision Making Theory
department (cz) MTR
department MTR
institution UTIA-B
full_dept Department of Decision Making Theory
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf
cas_special
project
project_id GAP403/12/2175
agency GA ČR
country CZ
ARLID cav_un_auth*0284585
abstract (eng) In the paper the problem of description of dependent variables is tackled using the well known Iterative Proportional Fitting Procedure. The proposed solution is not an exact mathematical solution of a marginal problem but just its approximation applicable in many practical situations like Monte Carlo sampling. This is why the authors deal not only with the consistent case, when the iterative procedure converges, but also with the inconsistent non-converging case.
reportyear 2015
RIV IN
num_of_auth 2
mrcbC52 4 O 4o 20231122140211.9
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0233816
confidential S
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mrcbT16-B 35.159
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arlyear 2013
mrcbTft \nSoubory v repozitáři: 0427848.pdf
mrcbU34 000322858500004 WOS
mrcbU63 cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 49 č. 3 2013 420 432 Ústav teorie informace a automatizace AV ČR, v. v. i.