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Procedure for Simulation with Constructed Copulas
Procedure for Simulation with Constructed Copulas This report describes a simple way to construct a bivariate copula with specified marginals and partially specified dependence. For example, the ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods