Browsing Department of Mathematics by Author "Nordbø, Tommy Neverdahl"
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Copulas and Local Gaussian Correlation
Nordbø, Tommy Neverdahl (Master thesis, 2012-05-30)We are looking at copula models and dependence measures. Especially the recently developed local dependence measure called local Gaussian correlation (LGC) is presented, and its connection with the copula theory is explored. ...