Copulas: Concepts and novel applications
Publication
, Journal Article
Owzar, K; Sen, PK
Published in: Metron
December 1, 2003
A bivariate copula can be statistically interpreted as a bivariate distribution function with uniform marginals. Sklar (1959) argues that for any bivariate distribution function, say H with marginals F and G, there exists a copula functional, say C, such that H[x, y] = C[F[x], G[y]] , for (x, y) T in the support of H. What is to presented is self-contained review, mainly from a statistical point of view, of the concept of copulas vis-a-vis multivariate distributions and dependence and to motivate their utility via a number of applications to the design of clinical trials, microarray studies with survival endpoints and the analysis of dependent Receiver Operator Curves (ROC).
Duke Scholars
Published In
Metron
ISSN
0026-1424
Publication Date
December 1, 2003
Volume
61
Issue
3
Start / End Page
323 / 353
Related Subject Headings
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Owzar, K., & Sen, P. K. (2003). Copulas: Concepts and novel applications. Metron, 61(3), 323–353.
Owzar, K., and P. K. Sen. “Copulas: Concepts and novel applications.” Metron 61, no. 3 (December 1, 2003): 323–53.
Owzar K, Sen PK. Copulas: Concepts and novel applications. Metron. 2003 Dec 1;61(3):323–53.
Owzar, K., and P. K. Sen. “Copulas: Concepts and novel applications.” Metron, vol. 61, no. 3, Dec. 2003, pp. 323–53.
Owzar K, Sen PK. Copulas: Concepts and novel applications. Metron. 2003 Dec 1;61(3):323–353.
Published In
Metron
ISSN
0026-1424
Publication Date
December 1, 2003
Volume
61
Issue
3
Start / End Page
323 / 353
Related Subject Headings
- 0104 Statistics