QA226 : Properties and Estimation for mexta-T Distribution baxsed on Copula Function
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2014
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Abstarct: In many practical problems, a separate analysis of the factors could not indicate
the relevance and impact several factors in the phenomena of interest, it must
be joint distribution of measured. Since there are correlations between factors
of the phenomena and the assumption of independence are not significant, can
not easily obtain their Joint distribution with their marginal distributions. For
this purpose it is necessary the best copula families are selected through different
copula functions for drought modeling. It is often required in multivariate analysis
to construct a multivariate distribution from specified marginal distributions with
a given dependence structure. The mexta-elliptically contoured distributions are
constructed this way that the mexta t-distribution belongs to this class. The t
copula can be thought of as representing the dependence structure implicit in a
multivariate t distribution. the skewed t copula, which allow more heterogeneity
in the modelling of dependent observations. The skew t copula is representing the
dependence structure of multivariate skew t distribution.
Keywords:
#multivariate distribution #elliptically contoured distribution #mextaelliptically contoured distribution #mexta-t distribution #t-copula #multivariate skew t distribution #skew t-copula #dependence structure
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
Visitor: