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On Nonlinear Correlation of Random Elements

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Nonlinear Mathematics for Uncertainty and its Applications

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 100))

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Abstract

In view of imprecise data in a variety of situations, we proceed to investigate dependence structure of random closed sets. Inspired by the modeling and quantifying of nonlinear dependence structures of random vectors, using copulas, we look at the extension of copula connection to the case of infinitely separable metric spaces with applications to the space of closed sets of a Hausdorff, locally compact, second countable space.

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Nguyen, H.T. (2011). On Nonlinear Correlation of Random Elements. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_13

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  • DOI: https://doi.org/10.1007/978-3-642-22833-9_13

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-22832-2

  • Online ISBN: 978-3-642-22833-9

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