National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Copulae for non-continuous distributions
Mifkovič, Matej ; Pešta, Michal (advisor) ; Omelka, Marek (referee)
Copulas are a popular choice when assessing the dependence structure between continuous random variables. However, major difficulties arise as soon as one of the random variables is non-continuous. This thesis introduces the basics of copula theory based on the cited literature. The main focus of this thesis is to introduce the reader to the field of non- continuous copula modelling and highlight all major issues. At the same time, empirical evidence with discussion is presented to suggest that copula modelling and inference may be a viable option when additional care and caution are applied. Afterwards, accumulated theoretical knowledge is demonstrated on real-world data concerning bike-sharing.

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