List questions from copula

Published on 09 Nov 2020 - 21:51

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How to simplify function to $\log (1-\theta)+\frac{\theta}{2-\theta}$?

Published on 22 Nov 2020 - 6:01

141

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Entropy of the bivariate Gaussian copula: Closed-form analytical solution

Published on 22 Nov 2020 - 6:45

91

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Integrate $\int_{0}^{1} u^{\frac{\alpha}{\beta}-\alpha}(1-\alpha) \log \left((1-\alpha) u^{-\alpha}\right) d u $

Published on 22 Nov 2020 - 23:59

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Derivation of bivariate Gaussian copula density

Published on 23 Nov 2020 - 1:31

239

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How to simplify out of the gamma function $\Gamma(z)$?

Published on 24 Nov 2020 - 10:32

194

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Why do elliptical copula densities contain $x_1$ and $x_2$, but Archimedean copula densities contain $u_1$ and $u_2$?

Published on 26 Nov 2020 - 8:51

161

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Why is copula entropy negative?

Published on 03 Dec 2020 - 19:03

182

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Impact of copula choice on quantiles (sum of random variables)

Published on 29 Dec 2020 - 15:47

76

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How to compare the entropy of copulas?

Published on 08 Jan 2021 - 1:48

80

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Joint Distribution of Two Dependent Variables having the Marginals

Published on 28 Jan 2021 - 10:47

106

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Correlation matrix of Gaussian copula

Published on 11 Feb 2021 - 22:04

212

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How can I get an intuition about Copula?

Published on 21 Mar 2021 - 16:39

52

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Verifying if a function is 2-increasing

Published on 08 Apr 2021 - 9:14

24

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$P(u_1\leq\alpha,u_2\leq\beta)$ and $P(u_1>\alpha,u_2>\beta)$ and copulas

Published on 11 Apr 2021 - 15:42

List Question

Do copulas preserve uniform convergence?

How to simplify function to $\log (1-\theta)+\frac{\theta}{2-\theta}$?

Entropy of the bivariate Gaussian copula: Closed-form analytical solution

Integrate $\int_{0}^{1} u^{\frac{\alpha}{\beta}-\alpha}(1-\alpha) \log \left((1-\alpha) u^{-\alpha}\right) d u $

Derivation of bivariate Gaussian copula density

How to simplify out of the gamma function $\Gamma(z)$?

Why do elliptical copula densities contain $x_1$ and $x_2$, but Archimedean copula densities contain $u_1$ and $u_2$?

Why is copula entropy negative?

Impact of copula choice on quantiles (sum of random variables)

How to compare the entropy of copulas?

Joint Distribution of Two Dependent Variables having the Marginals

Correlation matrix of Gaussian copula

How can I get an intuition about Copula?

Verifying if a function is 2-increasing

$P(u_1\leq\alpha,u_2\leq\beta)$ and $P(u_1>\alpha,u_2>\beta)$ and copulas

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