Estimating Multivariate Archimedian Copulas

2017 6 15
0 个回答
更新时间：2017 6 15
10 次查看（30 天）

0 个投票

Hi there,
For my master thesis, I want to fit multivariate Archimedian Copulas(Frank, Gumbel, Clayton) to my data, but the build-in function copulafit supports only bivariate cases of the Archimedian Copulas. Does anyone know how I can fit multivariate Archimedian Copulas in Matlab?
Thanks in advance,
Cor

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Copula Distributions and Correlated Samples 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by