How to generate a sample using Multivariate Gumbel copula or Multivariate Archimedean copula

조회 수: 5 (최근 30일)

Nirajan Khatri 2020년 12월 28일

댓글: Nirajan Khatri 2021년 1월 13일

I am trying to calculate multivariate Archimedean copula or only Multivariate Gumbel copula

I have four random variable generated of 2000 samlpes from which i calculate Spearman rank correlation

Now i want to generate a sample using that spearman rank correlation which is multivariate

how to calculate multivariate Archimedean copula or only Multivariate Gumbel copula

Nirajan Khatri 2021년 1월 13일

Respected sir please help me to solve this problem

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