О некоторых свойствах симметричной копулы Граббса (Q3120995)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | О некоторых свойствах симметричной копулы Граббса |
scientific article |
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О некоторых свойствах симметричной копулы Граббса (English)
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19 March 2019
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joint distribution function of maximum and standardized minimum
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outlier
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normal distribution
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symmetric copula
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exchangeability
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Kendall's tau coefficient
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Monte Carlo method
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