Multivariate discrete copulas, with purposes in probabilistic climate forecasting
Authors: Roman Schefzik
Summary: In likelihood and statistics, copulas play necessary roles theoretically in addition to to deal with a variety of issues in varied software areas. We introduce the idea of multivariate discrete copulas, talk about their equivalence to stochastic arrays, and show a multivariate discrete model of Sklar’s theorem. These outcomes present the theoretical body for multivariate statistical strategies to postprocess climate forecasts made by ensemble methods, together with the ensemble copula coupling method and the Schaake shuffle.