Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with copula
Search options not deleted
user 17590
A copula is a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent or to model the structure of dependence between random variables, separately from the marginal distributions.
2
votes
1
answer
798
views
What is the difference between elliptical Gaussian and multivariate Gaussian distributions?
I am reading about Metaelliptical copulas but I don't know the difference between elliptical Gaussian and multivariate Gaussian distributions I would appreciate if somebody can explain the difference …
- 1,037
5
votes
1
answer
2k
views
How to generate from the copula by inverse conditional cdf function of the copula?
) my question is this:
In the algorithm it says: "Generate i.i.d. observations from the copula with parameter theta (I can't use copularnd function because it only covers a few families). … If my copula is bi-variate like C(u,v, theta) how can I generate these i.i.d. observations? what will be my input to copula function?
Thanks …
- 1,037
4
votes
1
answer
516
views
Are there any Goodness of fit tests for Vine copulas?
I know we can use gofCopula from copula package for bivariate, but how can we do it for higher dimensions or Vine copulas? …
- 1,037
6
votes
1
answer
7k
views
Understanding tail dependence coefficients
How can I analyze the $\lambda_U$ and $\lambda_L$ results (estimated by non-parametric method)? What does higher or lower coefficients mean? Does $\lambda_U = 0.5$ mean there's some kind of linear dep …
- 1,037
5
votes
1
answer
2k
views
How to compute joint cdf of an empirical copula? (Updated with more info)
lets suppose a bivariate empirical copula as:
for a set of data of example data we can plot it like this:
How can we compute the joint cdf of this empirical copula which should like this:
Thank you …
- 1,037
2
votes
1
answer
219
views
How do I prepare data which has a trend for use in a Copula model?
I want to use a set of daily water quality data including 3 parameters in a Copula model. … Can anybody help me in finding methods to prepare the data to use in a copula method? I would appreciate if you can refer me to good journal papers or books. …
- 1,037
3
votes
0
answers
537
views
How to find a conditional probability using copula-based Markov process?
If there are methods other than copula-based Markov process that I can use please share it with me. … I used this paper as my reference: Chen, X., Fan, Y., 2006, Estimation of copula-based semiparametric time series models …
- 1,037
5
votes
2
answers
2k
views
What are $\rho$-, $\beta$-, and $\alpha$-mixing conditions?
We verify this condition for various parametric copula functions that are popular in applied work. …
- 1,037