Question

What is the correlation of a copula of a multivariate normal distribution?

score 154 · Answer 1 · 2020-07-15 08:25:54

154

Views

What is the correlation of a copula of a multivariate normal distribution?

Published on 15 Jul 2020 - 8:25

score 54 · Answer 2 · 2020-07-23 11:25:26

54

Views

Find a joint distribution function with known Kendall's tau (Copula)

Published on 23 Jul 2020 - 11:25

score 42 · Answer 3 · 2023-01-30 11:35:08

42

Views

Monotonicity of Parametric Bivariate Copula w.r.t. $\theta$

Published on 30 Jan 2023 - 11:35

score 45 · Answer 4 · 2023-04-25 06:58:55

45

Views

Multivariate t distribution: Find probability of region enclosed by constant-density hypersurface

Published on 25 Apr 2023 - 6:58

score 47 · Answer 5 · 2023-05-12 10:54:09

47

Views

show a function defines a copula

Published on 12 May 2023 - 10:54

score 63 · Answer 6 · 2023-05-28 16:11:25

63

Views

Semi-survival copula

Published on 28 May 2023 - 16:11

score 123 · Answer 7 · 2023-06-18 08:52:37

123

Views

How to prove that the multivariate Frechet-Hoeffding lower bound is not copula when $n \geq 3$?

Published on 18 Jun 2023 - 8:52

score 107 · Answer 8 · 2023-06-21 10:33:36

107

Views

Does uniform distribution on every square $[0,a]^2$ along diagonal imply uniform CDF on the entire $ [0,1]^2$

Published on 21 Jun 2023 - 10:33

score 80 · Answer 9 · 2023-07-25 18:50:59

80

Views

Stochastic ordering of dependent random variables given their sum and a common copula

Published on 25 Jul 2023 - 18:50

score 42 · Answer 10 · 2023-08-14 23:17:49

42

Views

Generate uniform random numbers with a certain dependency structure

Published on 14 Aug 2023 - 23:17

score 102 · Answer 11 · 2023-08-16 08:39:00

102

Views

How is the copula $C\big(X_1, 1/X_1, \exp(-X_1)\big)$ equal to the copula $C(X_1, - X_1, -X_1)$ and what is its form?

Published on 16 Aug 2023 - 8:39

score 75 · Answer 12 · 2023-09-02 09:12:41

75

Views

Indefinite integral | How to compute the second-order partial derivatives of Mixed (2 gaussian & 2 binary) Gaussian Copula?

Published on 02 Sep 2023 - 9:12

score 403 · Answer 13 · 2023-09-20 09:59:23

403

Views

Implied Correlation from Gaussian Copula

Published on 20 Sep 2023 - 9:59

score 15 · Answer 14 · 2026-02-23 09:04:05

15

Views

Calculation on Quadrant Probability for Bivariate data using Copula

Published on 23 Feb 2026 - 9:04

score 43 · Answer 15 · 2023-10-05 15:24:39

43

Views

Why copula is a cdf?

Published on 05 Oct 2023 - 15:24

List Question

What is the correlation of a copula of a multivariate normal distribution?

Find a joint distribution function with known Kendall's tau (Copula)

Monotonicity of Parametric Bivariate Copula w.r.t. $\theta$

Multivariate t distribution: Find probability of region enclosed by constant-density hypersurface

show a function defines a copula

Semi-survival copula

How to prove that the multivariate Frechet-Hoeffding lower bound is not copula when $n \geq 3$?

Does uniform distribution on every square $[0,a]^2$ along diagonal imply uniform CDF on the entire $ [0,1]^2$

Stochastic ordering of dependent random variables given their sum and a common copula

Generate uniform random numbers with a certain dependency structure

How is the copula $C\big(X_1, 1/X_1, \exp(-X_1)\big)$ equal to the copula $C(X_1, - X_1, -X_1)$ and what is its form?

Indefinite integral | How to compute the second-order partial derivatives of Mixed (2 gaussian & 2 binary) Gaussian Copula?

Implied Correlation from Gaussian Copula

Calculation on Quadrant Probability for Bivariate data using Copula

Why copula is a cdf?

Trending Questions

Popular # Hahtags

Popular Questions