Oct 16, 2019   6:46 p.m. Vladimíra
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doc. Ing. Tomáš Bacigál, PhD.
Identification number: 38288
University e-mail: tomas.bacigal [at] stuba.sk
 
Docent CSc.,PhD. - Department of Mathematics and Constructive Geometry (FCE)

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Projects     Publications     Supervised theses     

Basic information

Basic information about a final thesis

Type of thesis: Habilitation thesis
Thesis title:Copula, construction and application
Written by (author): doc. Ing. Tomáš Bacigál, PhD.
Department: Department of Mathematics and Constructive Geometry (FCE)
Opponent 1:prof. Ing. Milan Čistý, PhD.
Opponent 2:doc. RNDr. Ján Pekár, PhD.
Opponent 3:doc. RNDr. Mária Bohdalová, PhD.
Final thesis progress:Final thesis was successfully defended.


Additional information

Additional information about the final thesis follows. Click on the language link to display the information in the desired language.

Language of final thesis:English

Slovak        English

Title of the thesis:Copula, construction and application
Summary:The thesis surveys copula as a tool for modeling stochastic dependence in multivariate probability distribution, namely it provides basic ana- lytical and statistical properties, classification to three popular groups, stochastic interpretation and construction methods linked mainly to the author’s publication history. The second part is dedicated to prac- tical use including methods for statistical inference, open source soft- ware tools and some most significant applications of copula models published by the author. Copies of author’s scientific papers that are most frequently cited by the thesis are included as appendix.
Key words:copula, random variables, dependence

Parts of thesis with postponed release:

Final thesis (final thesis appendices) unlimited
Reviews for final thesis unlimited