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Hausenblas et al., 2017 - Google Patents

Copulas in Hilbert spaces

Hausenblas et al., 2017

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Document ID
2705706592769901499
Author
Hausenblas E
Riedle M
Publication year
Publication venue
Stochastics

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Snippet

In this article, the concept of copulas is generalised to infinite dimensional Hilbert spaces. We show one direction of Sklar's theorem and explain that the other direction fails in infinite dimensional Hilbert spaces. We derive a necessary and sufficient condition which allows to …
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