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Copulas: a new insight into positive time-frequency distributions

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This paper appears in:
Signal Processing Letters, IEEE
Date of Publication: July 2003
Author(s): Davy, M.
IRCCyN/CNRS, Nantes, France
Doucet, A.
Volume: 10 , Issue: 7
Page(s): 215 - 218
Product Type: Journals & Magazines

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Abstract

We establish connections between Cohen-Posch (1985) theory of positive time-frequency distributions (TFDs) and copula theory. Both are aimed at designing joint probability distributions with fixed marginals, and we demonstrate that they are formally equivalent. Moreover, we show that copula theory leads to a noniterative method for constructing positive TFDs. Simulations show typical results.

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ISSN :  1070-9908
INSPEC Accession Number: 7659611
Digital Object Identifier :  10.1109/LSP.2003.811636
Date of Current Version :   11 June 2003
Issue Date :   July 2003
Sponsored by :   IEEE Signal Processing Society





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