readme.sgk.txt
Creators:
Michael S. Smith
;
Quan Gan
;
Robert Kohn
From the dataset abstract
We construct a copula from the skew t distribution of Sahu et al. (2003). This copula can capture asymmetric and extreme dependence between variables, and is one of the few copulas that...
Source: Modelling dependence using skew t copulas: Bayesian inference and applications (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a3589849-a6a6-4c8f-afd6-e0a77089420a/resource/9873a1c1-5740-464d-a294-9a004fded593/download/readme.sgk.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
