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Richard Hardy
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Independent copula vs $t$Student-Student$t$ copula with zero correlation matrix?

Suppose I have the random variables $X_1, .., X_n$$X_1, \dots, X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any difference between the assumption $X_1, ..., X_n$$X_1, \dots, X_n$ are independent and $X_1, ... X_n$$X_1, \dots, X_n$ are modeled with $t$Student-Student$t$ copula with the correlation matrix is all zeros (with 1 in$1$ on the diagonal)  ?

Independent copula vs $t$-Student copula with zero correlation matrix?

Suppose I have the random variables $X_1, .., X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any difference between the assumption $X_1, ..., X_n$ are independent and $X_1, ... X_n$ are modeled with $t$-Student copula with the correlation matrix is all zeros (with 1 in the diagonal)  ?

Independent copula vs Student-$t$ copula with zero correlation matrix?

Suppose I have the random variables $X_1, \dots, X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any difference between the assumption $X_1, \dots, X_n$ are independent and $X_1, \dots, X_n$ are modeled with Student-$t$ copula with the correlation matrix is all zeros (with $1$ on the diagonal)?

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kjetil b halvorsen
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Indenpendent Independent copula vs t$t$-Student copula with zero correlation matricematrix?

Suppose I have the random variables $X_1, .., X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any differerencedifference between the assumption $X_1, .., X_n$$X_1, ..., X_n$ are independent and $X_1, .. X_n$$X_1, ... X_n$ are modeled with t$t$-Student copula with the correlation matrix is all zeros (with 1 in the diagonal) ?

Thank you for your help!

Indenpendent copula vs t-Student copula with zero correlation matrice

Suppose I have the random variables $X_1, .., X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any differerence between the assumption $X_1, .., X_n$ are independent and $X_1, .. X_n$ are modeled with t-Student copula with the correlation matrix is all zeros (with 1 in the diagonal) ?

Thank you for your help!

Independent copula vs $t$-Student copula with zero correlation matrix?

Suppose I have the random variables $X_1, .., X_n$ with the marginal distributions are not normal (in fact, unknown marginal distribution).

Will there be any difference between the assumption $X_1, ..., X_n$ are independent and $X_1, ... X_n$ are modeled with $t$-Student copula with the correlation matrix is all zeros (with 1 in the diagonal) ?

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kjetil b halvorsen
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