Kopule s predpisanimi singularnostmi
magistrsko delo
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.
Keywords
matematika;verjetnost;kopule;Sklarov izrek;singularna mera;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2019 |
| Typology: | 2.09 - Master's Thesis |
| Organization: | UL FMF - Faculty of Mathematics and Physics |
| Publisher: | [E. Langerholc] |
| UDC: | 519.21 |
| COBISS: |
18712153
|
| Views: | 1060 |
| Downloads: | 207 |
| Average score: | 0 (0 votes) |
| Metadata: |
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Other data
| Secondary language: | English |
|---|---|
| Secondary title: | Copulas with prescribed singularities |
| Secondary 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. |
| Secondary keywords: | mathematics;probability;copulas;Sklar theorem;singular measure; |
| Type (COBISS): | Master's thesis/paper |
| Study programme: | 0 |
| Embargo end date (OpenAIRE): | 1970-01-01 |
| Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Matematika - 2. stopnja |
| Pages: | VII, 39 str. |
| ID: | 11206812 |
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