QA226 : Properties and Estimation for mexta-T Distribution baxsed on Copula Function
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2014
Authors:
Maryam Fathi [Author], Ahmad Nezakati Rezazadeh[Supervisor], Mohsen Mohammadzadeh [Supervisor]
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 Link
Keeping place: Central Library of Shahrood University
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