Skew-t Copula

QR Code

Skew-t Copula

The Copula method is introduced by Sklar (1959) to represent dependency among variables. Using the copula method, the univariate marginal can be linked to their full multivariate distribution. In other words, a copula is a multivariate distribution function for which the marginal probability distrib...

Full description

Bibliographic Details
Main Authors:	Roslinazairimah, Zakaria, Noor Fadhilah, Ahmad Radi, Siti Rohani, Mohd Nor
Format:	Book Chapter
Language:	English English English
Published:	UTM Press 2023
Subjects:	QA Mathematics
Online Access:	http://umpir.ump.edu.my/id/eprint/42173/ http://umpir.ump.edu.my/id/eprint/42173/1/Cover%20-%20Copula%20modelling%20and%20its%20application.pdf http://umpir.ump.edu.my/id/eprint/42173/2/Intro_Skew-t%20Copula.pdf http://umpir.ump.edu.my/id/eprint/42173/3/Skew-t%20Copula.pdf

Similar Items

Generating monthly rainfall amount using multivariate skew-t copula
by: Noor Fadhilah, Ahmad Radi, et al.
Published: (2017)

Generating Synthetic Rainfall Total Using Multivariate Skew-t and Checkerboard Copula of Maximum Entropy
by: Noor Fadhilah, Ahmad Radi, et al.
Published: (2017)

Skewness Of Graphs
by: Tan, Chung Yueh
Published: (2020)

Nonparametric predictive inference with copulas for bivariate data
by: Noryanti, Muhammad, et al.
Published: (2023)

Predictive Inference for Bivariate Data with Nonparametric Copula
by: Noryanti, Muhammad, et al.
Published: (2016)

Nonparametric predictive inference with parametric copula for survival analysis
by: Noryanti, Muhammad, et al.
Published: (2018)

Nonparametric predictive inference for combining diagnostic tests with parametric copula
by: Noryanti, Muhammad, et al.
Published: (2017)

Estimation of Missing Rainfall Data in Pahang using Modified Spatial Interpolation Weighting Methods
by: Roslinazairimah, Zakaria, et al.
Published: (2015)

Entropy of stable seasonal rainfall distribution in Kelantan
by: Muhammad Az-Zuhri, Azman, et al.
Published: (2017)

Spatial dependence of extreme rainfall
by: Noor Fadhilah, Ahmad Radi, et al.
Published: (2017)

On the skewness of graphs / Sim Kai An
by: Sim, Kai An
Published: (2014)

Electricity demand forecasting in Malaysia using seasonal Box-Jenkins model
by: Syarranur, Zaim, et al.
Published: (2025)

Predicting forest fire spots using nonparametric predictive inference with parametric copula: Malaysia case study
by: Noryanti, Muhammad, et al.
Published: (2024)

Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests
by: Noryanti, Muhammad, et al.
Published: (2018)

Forecasting locations of forest fires in Indonesia through nonparametric predictive inference with parametric copula: A case study
by: Amirah Hazwani, Roslin, et al.
Published: (2025)

A Study On The Performances Of Mewma And Mcusum Charts For Skewed Distributions.
by: B., Michael C. Khoo, et al.
Published: (2009)

A new one parameter family of Archimedean copula and its extensions / Azam Pirmoradian
by: Pirmoradian, Azam
Published: (2013)

An EWMA Control Chart for Monitoring the Mean of Skewed Populations Using Weighted Variance.
by: Khoo, Michael B. C., et al.
Published: (2008)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
by: Ali Atta, Abdu Mohammed
Published: (2010)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
by: Ali Atta, Abdu Mohammed
Published: (2010)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
by: Atta, Abdu Mohammed Ali
Published: (2010)

Poisson Transmuted Exponential Distribution For Count Data With Skewed, Dispersed And Excess Zero
by: Ademola Abiodun, Adetunji
Published: (2024)

Predictive inference with copulas for bivariate data
by: Noryanti, Muhammad
Published: (2016)

Modelling Rainfall Amounts using Mixed-Gamma Model for Kuantan District
by: Roslinazairimah, Zakaria, et al.
Published: (2017)

Extraction Method of Extreme Rainfall Data
by: Roslinazairimah, Zakaria, et al.
Published: (2017)

ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price
by: Siti Roslindar, Yaziz, et al.
Published: (2019)

An estimator for the new bivariate copula
by: Mah, Pauline Jin Wee, et al.
Published: (2016)

Descriptive analysis of extra-curricular program outcome attainment: a case study of Universiti Malaysia Pahang
by: Siti Zanariah, Satari, et al.
Published: (2019)

Descriptive analysis of students’ CGPA: a case study of Universiti Malaysia Pahang
by: Roslinazairimah, Zakaria, et al.
Published: (2018)

Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH
by: Siti Roslindar, Yaziz, et al.
Published: (2018)

Modelling of extreme streamflow using copula
by: Buliah, Nur Amirah, et al.
Published: (2024)

Outlier detection in circular regression model using minimum spanning tree method
by: Nur Faraidah, Muhammad Di, et al.
Published: (2019)

Detection of different outlier scenarios in circular regression model using single-linkage method
by: N. M. F., Di, et al.
Published: (2017)

Single-linkage method to detect multiple outliers with different outlier scenarios in circular regression model
by: Siti Zanariah, Satari, et al.
Published: (2018)

Applied statistics module: science, engineering, technology
by: Nor Hafizah, Moslim, et al.
Published: (2013)

Robust Statistical Procedures For Testing The Equality Of Central Tendency Parameters Under Skewed Distributions [QA276.A12 S531 2005 f rb].
by: Soaad Syed Yahaya, Sharipah
Published: (2005)

A Statistical Study on the Prevalence of Physical inactivity among Cardiovascular Diseases patients: The Predictive role of Demographic and Socioeconomic Factors
by: Mirza Rizwan, Sajid, et al.
Published: (2021)

Comparative Analysis Of Positive And Negative Attitudes Toward Statistics
by: Ghulami, Hassan Rahnaward, et al.
Published: (2015)

Preliminary Analysis on Hybrid Box-Jenkins - GARCH Modeling In Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2015)

Modelling rainfall duration and severity using copula.
by: Mah, Pauline Jin Wee, et al.
Published: (2013)