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: | , , |
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| Format: | Book Chapter |
| Language: | English English English |
| Published: |
UTM Press
2023
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| Subjects: | |
| 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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