Copula theory and probabilistic sensitivity analysis : is there a connection?
Elmar Plischke, Emanuele Borgonovo
| Year of publication: |
2019
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|---|---|
| Authors: | Plischke, Elmar ; Borgonovo, Emanuele |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 3 (19.9.), p. 1046-1059
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| Subject: | Robustness and sensitivity analysis | Simulation | Copula theory | Theorie | Theory | Sensitivitätsanalyse | Sensitivity analysis | Multivariate Verteilung | Multivariate distribution | Robustes Verfahren | Robust statistics | Wahrscheinlichkeitsrechnung | Probability theory |