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Une Généralisation de la Copule de Khoudraji by L. Moudden-A

Une Généralisation de la Copule de Khoudraji

by L. Moudden-A
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Book cover type: Paperback
  • ISBN13: 9783841740885
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Publication Date:
  • Pages: 72
  • Original Price: GBP 29.0
  • Language: French
  • Edition: N/A
  • Item Weight: 118 grams
  • BISAC Subject(s): Probability & Statistics / General

Dans ce présent travail, nous présentons quelques rappels sur les copules et nous généralisons celle d'Abdelhaq Khoudraji (1995), tout en suggérant une nouvelle classe de copules multidimensionnelles. En effet, dans le chapitre 2, on introduit une nouvelle présentation des copules de Khoudraji, en restant toujours dans le cas bidimensionnel. Dans le chapitre 3, le développement est fait dans le cas multidimensionnel avec d'un côté, la généralisation de ce qu'on a trouvé au chapitre 2, et de l'autre côté, la mise en évidence de certaines propriétés stochastiques. En se limitant au cas den = 3 variables dans le cas non-échangeable, nous mettons l'accent sur les lois de Galambos, Clayton, symétrique et Ali-Mikhail-Haq.On passe à la simulation dans le quatrième chapitre où on donne quelques algorithmes connus ou nouveaux qui seront utiles dans la simulation de notre classe de copules dans les cas bivariées et multivarié. Dans le cinquième chapitre on traite un exemple d'applications de ces nouveaux résultats tout en introduisant une méthode de modélisation. La valorisation de ce présent travail sera l'objet de la conclusion tout en ouvrant la voie à des discussions..

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