bibtype J - Journal Article
ARLID 0506946
utime 20241106135739.3
mtime 20190726235959.9
SCOPUS 85072120827
WOS 000487283100012
DOI 10.14736/kyb-2019-2-0422
title (primary) (eng) Random noise and perturbation of copulas
specification
page_count 13 s.
media_type P
serial
ARLID cav_un_epca*0297163
ISSN 0023-5954
title Kybernetika
volume_id 55
volume 2 (2019)
page_num 422-434
publisher
name Ústav teorie informace a automatizace AV ČR, v. v. i.
keyword copula
keyword noise
keyword perturbation of copula
keyword random vector
author (primary)
ARLID cav_un_auth*0101163
full_dept Department of Econometrics
share 30
name1 Mesiar
name2 Radko
institution UTIA-B
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0377654
share 40
name1 Ayyub
name2 Sh.
country IR
garant K
author
ARLID cav_un_auth*0212267
share 30
name1 Komorníková
name2 M.
country SK
source
url http://library.utia.cas.cz/separaty/2019/E/mesiar-0506946.pdf
source
url http://www.kybernetika.cz/content/2019/2/422
cas_special
abstract (eng) 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∈[−∞,∞].
result_subspec WOS
RIV BA
FORD0 10000
FORD1 10100
FORD2 10103
reportyear 2020
num_of_auth 3
mrcbC52 4 A sml 4as 20241106135739.3
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0298086
confidential S
contract
name Copyright form
date 20190701
note Copyright
mrcbC86 2 Article Computer Science Cybernetics
mrcbC91 A
mrcbT16-e COMPUTERSCIENCECYBERNETICS
mrcbT16-j 0.215
mrcbT16-s 0.241
mrcbT16-B 15.751
mrcbT16-D Q4
mrcbT16-E Q4
arlyear 2019
mrcbTft \nSoubory v repozitáři: mesiar-0506946-copyright form.pdf
mrcbU14 85072120827 SCOPUS
mrcbU24 PUBMED
mrcbU34 000487283100012 WOS
mrcbU63 cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 55 č. 2 2019 422 434 Ústav teorie informace a automatizace AV ČR, v. v. i.