Ensemble Copula Coupling as a Multivariate Discrete Copula Approach
Methodology
2013-05-27 v2
Abstract
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multivariate discrete copulas, discuss their equivalence to stochastic arrays, and provide a multivariate discrete version of Sklar's theorem. These results provide the theoretical frame for the ensemble copula coupling approach proposed by Schefzik et al. (2013) for the multivariate statistical postprocessing of weather forecasts made by ensemble systems.
Cite
@article{arxiv.1305.3445,
title = {Ensemble Copula Coupling as a Multivariate Discrete Copula Approach},
author = {Roman Schefzik},
journal= {arXiv preprint arXiv:1305.3445},
year = {2013}
}
Comments
references corrected