Copula建模的哲学:与ChatGPT的对话

Marius Hofert
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引用次数: 0

摘要

在与ChatGPT的学术交流中,我们介绍了用copula建模随机依赖的基本原理。对话针对的是广泛的受众,并提供了对copula建模主题的简单介绍,这是一个在建模过程中出现多个随机变量的所有领域中潜在的相关领域。涵盖的主题包括定义、斯克拉定理、不变性原理、伪观测、尾依赖和随机表示。对话还显示了通过与当前版本的聊天机器人交互来了解这些概念在多大程度上是有用的(或无用的)。
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The Philosophy of Copula Modeling: A Conversation with ChatGPT
In the form of a scholarly exchange with ChatGPT, we cover fundamentals of modeling stochastic dependence with copulas. The conversation is aimed at a broad audience and provides a light introduction to the topic of copula modeling, a field of potential relevance in all areas where more than one random variable appears in the modeling process. Topics covered include the definition, Sklar’s theorem, the invariance principle, pseudo-observations, tail dependence and stochastic representations. The conversation also shows to what degree it can be useful (or not) to learn about such concepts by interacting with the current version of a chatbot.
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