Timeline for Goodness of fit for Copula
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 6, 2020 at 13:20 | comment | added | develarist | @Maryam the op overlaid the contour plot of a fitted Joe copula over the contour plot of the empirical copula to show its suitability in defining the bivariate distribution of the dataset. Why bother simulating a copula when he can just use the actual empirical copula? | |
| Jan 9, 2020 at 9:43 | comment | added | Maryam | You can easily know that from the scatter plot. For ex, if you have two different strong tails in two different corners! And that is not a t-copula. | |
| Jan 6, 2020 at 15:05 | comment | added | Saba Ghotbi | Thank you for the response. So, how can I know if my data is a mixture of more than one copula family? | |
| Jan 5, 2020 at 10:30 | history | answered | Maryam | CC BY-SA 4.0 |