12 search results - page 1 / 3 » Link between copula and tomography |
PRL
2010
12 years 11 months ago
2010
CORR
2010
Springer
13 years 5 months ago
2010
Springer
Network tomography aims at inferring internal network characteristics based on measurements at the edge of the network. In loss tomography, in particular, the characteristic of in...
IMC
2010
ACM
13 years 2 months ago
2010
ACM
Network tomography establishes linear relationships between the characteristics of individual links and those of end-toend paths. It has been proved that these relationships can b...
GLOBECOM
2010
IEEE
13 years 2 months ago
2010
IEEE
In network tomography, we seek to infer link status parameters (such as delay) inside a network through end-toend probe sending between (external) boundary nodes. The main challeng...
WSC
2004
13 years 6 months ago
2004
Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...