j********9
发帖数: 162 | 1 I have some questions here:
Does the copula of M.R.V. LogNormal Distribution follow M.R.V. Normal
Distribution?
If yes, what is the covariance matrix of the copula distribution, is that
the normalized characteristic matrix of LogNormal Distribution?
What happen to the copula for T distribution (except Cauchy distribution) or
any elliptical distribution?
Can anyone recommend me some reference, online or book. I really want to
make it clear. Thank you so much. | j********9
发帖数: 162 | 2 Please disregard the questions.
The above questions doesn't make sense. I was confused by myself.
Now it is clear. |
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