Strelen, Johann Christoph (2010) Tools for dependent simulation input with copulas. In: 2nd International ICST Conference on Simulation Tools and Techniques.
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Abstract
Copulas encompass the entire dependence structure of multivariate distributions, and not only the correlations. Together with the marginal distributions of the vector elements, they define a multivariate distribution which can be used to generate random vectors with this distribution. A toolbox is p
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 08:50 |
| Last Modified: | 18 Apr 2026 03:44 |
| URI: | http://eprints.eai.eu/id/eprint/1595 |
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