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Kopule s predpisanimi singularnostmi : magistrsko delo
ID Langerholc, Erik (Author), ID Omladič, Matjaž (Mentor) More about this mentor... This link opens in a new window

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Abstract
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.

Language:Slovenian
Keywords:kopula, Sklarov izrek, singularna mera
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2019
PID:20.500.12556/RUL-109127 This link opens in a new window
UDC:519.2
COBISS.SI-ID:18712153 This link opens in a new window
Publication date in RUL:23.08.2019
Views:1130
Downloads:211
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Secondary language

Language:English
Title:Copulas with prescribed singularities
Abstract:
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.

Keywords:copula, Sklar's theorem, singular measure

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