搜索资源列表
Matlab-for-Copula
- 至今最全的Copula函数计算程序，包含参数估计、模型检验、随机模拟等-Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
t-copula
- 对copula－t模型参数的估计,基于matlab程序-the estimation of copula-t,based on matlab
application-of-copula
- copula函数的matlab应用，包括经验分布函数、核分布函数，参数的估计和检验。-Matlab application of Copula Functions, including the empirical distribution function, kernel distribution function, estimation and testing parameters.
copula_functions
- 利用极大似然估计估计出copula函数参数后，求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
Matlab-for-Copula
- 本文件用于Copula函数的参数估计与拟合，基于Matlab程序(This document is used for Copula function parameter estimation and fitting, based on the Matlab program)
第7章 Copula理论及应用实例
- 二维copula函数参数估计画图，边缘函数参数估计等等(Two-dimensional copula function parameter estimation drawing, edge function parameter estimation and so on)
copula
- 运用MATLAB进行混合copula函数的参数计算，基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
copula
- 沪深股市日收益率的二元copula模型，copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Mar