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An invitation to coupling and copulas: with applications to multisensory modeling

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  • Hans Colonius

Abstract

This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same probability space, whereas a copula is a function that joins a multivariate distribution to its one-dimensional margins. Their role in stochastic modeling is illustrated by examples from multisensory perception. Pointers to more advanced and recent treatments are provided.

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  • Hans Colonius, 2015. "An invitation to coupling and copulas: with applications to multisensory modeling," Papers 1511.05303, arXiv.org.
    • Handle: RePEc:arx:papers:1511.05303
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    1. Pfeifer, Dietmar & Nešlehová, Johana, 2004. "Modeling and Generating Dependent Risk Processes for IRM and DFA," ASTIN Bulletin, Cambridge University Press, vol. 34(2), pages 333-360, November.
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