The COPULA Procedure
Details: COPULA Procedure
- Sklar’s Theorem
- Dependence Measures
- Normal Copula
- Student’s t Copula
- Archimedean Copulas
- Hierarchical Archimedean Copula (HAC)
- Canonical Maximum Likelihood Estimation (CMLE)
- Exact Maximum Likelihood Estimation (MLE)
- Calibration Estimation
- Nonlinear Optimization Options
- Displayed Output
- OUTCOPULA= Data Set
- OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets
- ODS Table Names
- ODS Graph Names
Last updated: January 07, 2025