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Skew-t Copula

The Copula method is introduced by Sklar (1959) to represent dependency among variables. Using the copula method, the univariate marginal can be linked to their full multivariate distribution. In other words, a copula is a multivariate distribution function for which the marginal probability distrib...

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Main Authors: Roslinazairimah, Zakaria, Noor Fadhilah, Ahmad Radi, Siti Rohani, Mohd Nor
Format: Book Chapter
Language:English
English
English
Published: UTM Press 2023
Subjects:
QA Mathematics
Online Access:http://umpir.ump.edu.my/id/eprint/42173/1/Cover%20-%20Copula%20modelling%20and%20its%20application.pdf
http://umpir.ump.edu.my/id/eprint/42173/2/Intro_Skew-t%20Copula.pdf
http://umpir.ump.edu.my/id/eprint/42173/3/Skew-t%20Copula.pdf
http://umpir.ump.edu.my/id/eprint/42173/
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spelling my.ump.umpir.421732024-08-06T01:20:13Z http://umpir.ump.edu.my/id/eprint/42173/ Skew-t Copula Roslinazairimah, Zakaria Noor Fadhilah, Ahmad Radi Siti Rohani, Mohd Nor QA Mathematics The Copula method is introduced by Sklar (1959) to represent dependency among variables. Using the copula method, the univariate marginal can be linked to their full multivariate distribution. In other words, a copula is a multivariate distribution function for which the marginal probability distribution of each variable is uniform on the interval . A multivariate distribution describes the probabilities for a group of continuous random variables. Hence, a copula is flexible in handling the dependency among the multiple variables where it generates a general structure and can link some of the variables or the properties together using a joint probability function. UTM Press 2023 Book Chapter PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/42173/1/Cover%20-%20Copula%20modelling%20and%20its%20application.pdf pdf en http://umpir.ump.edu.my/id/eprint/42173/2/Intro_Skew-t%20Copula.pdf pdf en http://umpir.ump.edu.my/id/eprint/42173/3/Skew-t%20Copula.pdf Roslinazairimah, Zakaria and Noor Fadhilah, Ahmad Radi and Siti Rohani, Mohd Nor (2023) Skew-t Copula. In: Copula modelling and its application. UTM Press, Johor, Malaysia, pp. 153-172. ISBN 978-983-52-1962-7
institution Universiti Malaysia Pahang Al-Sultan Abdullah
building UMPSA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Pahang Al-Sultan Abdullah
content_source UMPSA Institutional Repository
url_provider http://umpir.ump.edu.my/
language English
English
English
topic QA Mathematics
spellingShingle QA Mathematics
Roslinazairimah, Zakaria
Noor Fadhilah, Ahmad Radi
Siti Rohani, Mohd Nor
Skew-t Copula
description The Copula method is introduced by Sklar (1959) to represent dependency among variables. Using the copula method, the univariate marginal can be linked to their full multivariate distribution. In other words, a copula is a multivariate distribution function for which the marginal probability distribution of each variable is uniform on the interval . A multivariate distribution describes the probabilities for a group of continuous random variables. Hence, a copula is flexible in handling the dependency among the multiple variables where it generates a general structure and can link some of the variables or the properties together using a joint probability function.
format Book Chapter
author Roslinazairimah, Zakaria
Noor Fadhilah, Ahmad Radi
Siti Rohani, Mohd Nor
author_facet Roslinazairimah, Zakaria
Noor Fadhilah, Ahmad Radi
Siti Rohani, Mohd Nor
author_sort Roslinazairimah, Zakaria
title Skew-t Copula
title_short Skew-t Copula
title_full Skew-t Copula
title_fullStr Skew-t Copula
title_full_unstemmed Skew-t Copula
title_sort skew-t copula
publisher UTM Press
publishDate 2023
url http://umpir.ump.edu.my/id/eprint/42173/1/Cover%20-%20Copula%20modelling%20and%20its%20application.pdf
http://umpir.ump.edu.my/id/eprint/42173/2/Intro_Skew-t%20Copula.pdf
http://umpir.ump.edu.my/id/eprint/42173/3/Skew-t%20Copula.pdf
http://umpir.ump.edu.my/id/eprint/42173/
_version_ 1822924568791089152
score 13.23648

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