Rosenblatt transformation

GPTKB entity

Statements (15)
Predicate Object
gptkbp:instanceOf gptkb:logic
gptkbp:application gptkb:simulation
gptkb:copula_theory
probability integral transform
gptkbp:field gptkb:probability_theory
statistics
https://www.w3.org/2000/01/rdf-schema#label Rosenblatt transformation
gptkbp:introducedIn 1952
gptkbp:namedAfter gptkb:Murray_Rosenblatt
gptkbp:purpose transform multivariate distribution to independent uniform variables
gptkbp:relatedTo gptkb:Sklar's_theorem
copula
probability integral transform
gptkbp:bfsParent gptkb:Murray_Rosenblatt
gptkbp:bfsLayer 8