Persons at STU
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Basic information about a final thesis
|Type of thesis:||Habilitation thesis|
|Thesis title:||Copula, construction and application|
|Written by (author):|
|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 informationAdditional information about the final thesis follows. Click on the language link to display the information in the desired language.
Language of final thesis:
Title of the thesis:
Copula, construction and application
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|
|–||Final thesis (final thesis appendices) unlimited|
Reviews for final thesis unlimited