Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:logic
|
| gptkbp:application |
risk management
credit risk modeling |
| gptkbp:appliesTo |
multivariate distributions
|
| gptkbp:describes |
dependence structure between random variables
|
| gptkbp:enables |
modeling of joint distributions
|
| gptkbp:field |
gptkb:probability_theory
statistics |
| gptkbp:hasConcept |
copula function
|
| https://www.w3.org/2000/01/rdf-schema#label |
copula theory
|
| gptkbp:introduced |
Abe Sklar
|
| gptkbp:introducedIn |
1959
|
| gptkbp:relatedTo |
gptkb:Gaussian_copula
gptkb:Sklar's_theorem Clayton copula Frank copula Gumbel copula Archimedean copulas |
| gptkbp:usedIn |
gptkb:insurance
gptkb:machine_learning finance |
| gptkbp:bfsParent |
gptkb:Abraham_Sklar
|
| gptkbp:bfsLayer |
7
|