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Verteilungstheoretische Beschreibung

In: Modellierung von Abhängigkeitsstrukturen durch Copulas

Author

Listed:
  • Klaus J. Schröter

    (Hochschule Kaiserslautern, Campus Zweibrücken, Fachbereich Betriebswirtschaft)

Abstract

Zusammenfassung Kapitel 1 stellt einleitend den formalen Rahmen der nachfolgenden Betrachtungen zur Verfügung. Die grundlegenden Begriffe aus dem bekannten Umfeld der Wahrscheinlichkeitsverteilungen werden eingeführt, ohne dabei detailliert auf maßtheoretische Hintergründe einzugehen. Eine ausführliche Darstellung zu den wahrscheinlichkeits- und insbesondere maßtheoretischen Grundlagen vermittelt Schmidt [2011].

Suggested Citation

  • Klaus J. Schröter, 2022. "Verteilungstheoretische Beschreibung," Springer Books, in: Modellierung von Abhängigkeitsstrukturen durch Copulas, chapter 0, pages 5-50, Springer.
    • Handle: RePEc:spr:sprchp:978-3-662-65469-9_2
    DOI: 10.1007/978-3-662-65469-9_2
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