Revision #99 → #1126 · back to history
addedProbability integral transform yields uniform marginalse5309422e7ca
addedCopula as joint CDF of transformed vector324897b4a9b1
addedCopula (probabilistic definition)926b8f3cc642
addedCopula (analytic definition)60ae685059c5
addedBivariate copula conditions42fadf40f772
addedSklar's theorem3f9f54044ace
addedUniqueness of the copula0539b3993a01
addedConverse of Sklar's theorema2b20e7c2b1f
addedFréchet–Hoeffding theoremc885fd30c424
addedLower Fréchet–Hoeffding bound W502c1a29de8f
addedUpper Fréchet–Hoeffding bound M55831e437f4c
addedUpper bound is sharpada9235e0abc
addedLower bound point-wise sharpness12b0ac1730d9
addedBivariate Fréchet–Hoeffding bounds779835e69324
addedGaussian copula19303124e9a8
addedGaussian copula density4ecf34ec0de0
addedArchimedean copulaf84fa99e97fb
addedd-monotonicity criterion for Archimedean copulas4f6e00df4c16
addedExpectation under a copula model4ad769ceb49b
addedMonte Carlo algorithm for copula expectation32eeb5630524
addedPseudo copula observationsb75e98429d08
addedEmpirical copulab81b424bfb25
addedEmpirical copula as rank-transformed distribution71cc95c49db9
addedSample version of Spearman's rho814a9023878a
addedJoint distribution function of two variables035c52b78053
addedCopula distribution function via Sklar's theoreme110d63b137e
addedCopula density relationship4691f88f3c14