Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:application |
risk management
portfolio theory credit risk modeling multivariate modeling |
| gptkbp:describes |
dependence structure between random variables
|
| gptkbp:enables |
modeling of joint distributions
|
| gptkbp:example |
gptkb:Gaussian_copula
Clayton copula Frank copula Gumbel copula |
| gptkbp:field |
gptkb:probability_theory
statistics |
| https://www.w3.org/2000/01/rdf-schema#label |
copula (statistics)
|
| gptkbp:introduced |
1959
Abe Sklar |
| gptkbp:mapType |
unit cube to unit interval
|
| gptkbp:property |
marginals are uniform distributions
|
| gptkbp:relatedTo |
gptkb:Sklar's_theorem
|
| gptkbp:type |
gptkb:software
|
| gptkbp:used_in |
gptkb:insurance
gptkb:machine_learning finance hydrology |
| gptkbp:bfsParent |
gptkb:Gaussian_copula
|
| gptkbp:bfsLayer |
8
|