• Corpus ID: 88519865

Ensemble Copula Coupling as a Multivariate Discrete Copula Approach

  title={Ensemble Copula Coupling as a Multivariate Discrete Copula Approach},
  author={Roman Schefzik},
  journal={arXiv: Methodology},
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… 

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