Add to ORKGcopula construction, moments method, skew normal distribution, skew t-copula, skew t-distributio
We construct a copula from the skew t distribution of Sahu, Dey & Branco (2003). This copula can...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
A copula is a multivariate distribution, defined on the unit hypercube, which is characterized by un...
Symmetric elliptical distributions have been intensively used in data modeling and robustness studie...
Correlation structure of risk factors matters to financial portfolio risk management. When the risk ...
A simple method of multivariate distribution estimation defined by copula is suppose
This paper considers the estimation of the parameters of a copula via a simulated method of moments ...
Kopulas ir funkcijas, kas apvieno daudzdimensiju gadījuma vektora komponenšu marginālos (parciālos) ...
Type: Theoretical project with simulation component if desired Description: Copulas describe the dep...
Multivariate data modelling is an important and growing area of econometrics. There are two general ...
A copula is a function which joins or “couples ” a multivariate distribution function to its one-dim...
In this paper, we define a new class of multivariate skew-normal distributions. Its properties are s...
An introductory account of the skew-normal distribution in the univariate and in the multivariate ca...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
[THIS IS AN AUGUST 2010 REVISION THAT REPLACES ALL PREVIOUS VERSIONS.] We construct a copula from th...
We construct a copula from the skew t distribution of Sahu, Dey & Branco (2003). This copula can...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
A copula is a multivariate distribution, defined on the unit hypercube, which is characterized by un...
Symmetric elliptical distributions have been intensively used in data modeling and robustness studie...
Correlation structure of risk factors matters to financial portfolio risk management. When the risk ...
A simple method of multivariate distribution estimation defined by copula is suppose
This paper considers the estimation of the parameters of a copula via a simulated method of moments ...
Kopulas ir funkcijas, kas apvieno daudzdimensiju gadījuma vektora komponenšu marginālos (parciālos) ...
Type: Theoretical project with simulation component if desired Description: Copulas describe the dep...
Multivariate data modelling is an important and growing area of econometrics. There are two general ...
A copula is a function which joins or “couples ” a multivariate distribution function to its one-dim...
In this paper, we define a new class of multivariate skew-normal distributions. Its properties are s...
An introductory account of the skew-normal distribution in the univariate and in the multivariate ca...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
[THIS IS AN AUGUST 2010 REVISION THAT REPLACES ALL PREVIOUS VERSIONS.] We construct a copula from th...
We construct a copula from the skew t distribution of Sahu, Dey & Branco (2003). This copula can...
The paper extends earlier work on the so-called skew-normal distribution, a family of distributions ...
A copula is a multivariate distribution, defined on the unit hypercube, which is characterized by un...