Dependence of non-continuous random variables
Dependence of non-continuous random variables
Dependence of non-continuous random variables
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Fallacies <strong>Dependence</strong> Concordance Measures Problems & References AppendixSome Starting Points• Investigation <strong>of</strong> the family <strong>of</strong> possible copulas correspondingto a fixed bivariate distribution◮ In particular search for a suitable extension strategy whichwould produce a copula capturing the dependence structures<strong>of</strong> the joint distribution function• Investigation <strong>of</strong> possible bivariate distributions obtained froma fixed copula and marginals which follow some specifieddistribution (up to parameters), such as Poisson, binomial orBernoulliJ. Nešlehová ETH Zurich<strong>Dependence</strong> <strong>of</strong> <strong>non</strong>-<strong>continuous</strong> <strong>random</strong> <strong>variables</strong>
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