I'm a phd student in Geography, i need some help (or good ressources) to understand why and when i need to use PIT (Probability integral transform) in my validation program for simulation. I explain ...
I'm trying to replicate Silver & Dunlap (1987). I'm just comparing averaging correlations or averaging z transform correlations and back transforming. I seem to not be replicating the asymmetry ...
The motivation for this question is from Finance. I have some market data (daily time series) for the price of some securities and I would like to generate synthetic versions of these which are ...