An invitation to coupling and copulas: with applications to multisensory modeling
Methodology
2015-11-18 v1 Quantitative Methods
Risk Management
Abstract
This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same probability space, whereas a copula is a function that joins a multivariate distribution to its one-dimensional margins. Their role in stochastic modeling is illustrated by examples from multisensory perception. Pointers to more advanced and recent treatments are provided.
Keywords
Cite
@article{arxiv.1511.05303,
title = {An invitation to coupling and copulas: with applications to multisensory modeling},
author = {Hans Colonius},
journal= {arXiv preprint arXiv:1511.05303},
year = {2015}
}