ON THE EVOLUTION OF COPULAS

• Material Type: 文書・図像類
• Title: ON THE EVOLUTION OF COPULAS
• Author/Editor: Ishimura, Naoyuki; Yoshizawa, Yasukazu
• Author Heading: Ishimura, Naoyuki; Yoshizawa, Yasukazu
• Publication, Distribution, etc.: 九州大学マス・フォア・インダストリ研究所
• Publication Date: 2012-03-13
• Publication Date (W3CDTF): 2012-03-13
• Periodical title: COE Lecture Note
• No. or year of volume/issue: 39
• Volume: 39
• Pages: 132-140
• ISSN (Periodical Title): PISSN : 1881-4042
• Text Language Code: eng
• Subject Heading: discrete process; convergence; evolution of copulas; heat equation
• Target Audience: 一般
• Note (General): Collaborate Research Meeting of Institute of Mathematics for Industry & MEXT collaborative workshop of mathematics and mathematical sciences with various sciences and industrial technologies 2015; Multiscale Mathematics : Hierarchy of collective phenomena and interrelations between hierarchical structures
• Access Restrictions: インターネット公開
• Related Material (URI): URI; http://www.imi.kyushu-u.ac.jp/; https://www.math.kyushu-u.ac.jp/
• Periodical Title (NCID): AA12660964; https://ci.nii.ac.jp/ncid/AA12660964
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 九州大学 : 九州大学学術情報リポジトリ

• Summary, etc.: This article reports our recent studies on the evolution of copulas. As is well known, a copula provides a flexible tool for investigating dependence ...

Table of Contents

1.Introduction 2.Evolution of Copulas 3.Evolution of copulas in discrete processes 4.Generalizations 5.Discussions