A deep dive into the seemingly contradictory behavior of Gaussian copulas: elevated density near corners versus zero asymptotic tail dependence.
Mar 22, 2025
A comprehensive mathematical exploration of how copulas connect marginal distributions to create joint densities, with rigorous proofs and practical examples.
Mar 22, 2025
Learn how the Clayton copula conditional sampling formula works, why it has that specific form, and see it in action with step-by-step numeric examples.
Mar 22, 2025