delo diplomskega seminarja
Sara Radej (Author), Aljoša Peperko (Mentor)

Abstract

Kopule za večrazsežno Studentovo porazdelitev

Keywords

finančna matematika;kopule;Sklarov izrek;Studentova kopula;normalna kopula;mera konkordance;statistično modeliranje;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FS - Faculty of Mechanical Engineering
Publisher: [S. Radej]
UDC: 519.2
COBISS: 17136473 Link will open in a new window
Views: 660
Downloads: 261
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Copulas for multivariate Student distribution
Secondary keywords: mathematics;copulas;Sklar theorem;Student copula;normal copula;concordance;statistical modeling;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 33 str.
ID: 10911226
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