20.500.12556/RUL-109127 Kopule s predpisanimi singularnostmi magistrsko delo Copulas with prescribed singularities Delo vsebuje pregled teorije mere za potrebe verjetnosti in singularnih kopul, osnove teorije kopul ter podroben dokaz Sklarovega izreka. Predstavljena so tudi Markovska jedra in dve konstrukciji kopul s predpisanimi singularnostmi. Contents of the present thesis are an overview of measure theory for the purposes of working with probability theory and singular copulas, fundamentals of copula theory and a detailed proof of Sklar's theorem, followed by an introduction to Markov kernels and two constructions of copulas with prescribed singularities. kopula Sklarov izrek singularna mera copula Sklar's theorem singular measure true false false Slovenski jezik Angleški jezik Magistrsko delo/naloga 2019-08-23 07:45:03 2019-08-23 07:45:06 2024-05-30 11:03:37 0000-00-00 00:00:00 2019 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.2 97566 18712153 831.pdf 831.pdf 1 3ADF497B03F3ADDA58C51D344AAE2FBB 7c5f52f646584ea9d73468645e14817f06bd53f4e6146569f4c1d721d5caea93 c88c8e47-a1b6-11eb-a523-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=120585 Fakulteta za matematiko in fiziko 0 0 0