is it just the asmptotic distribution of the X_bar/sigma^2?

<t>Hi,I have a very urgent question on asymptotic distribution, and hope someone can give me some help.X_i is IID normal (0, sigma^2), i = 1,...,nX_bar = average of X_i'sS = average of the X_i^2'sthen the question is what is the asymptotic distribution of the X_bar/S?I know that X_bar is asymptotica...

Hi, I got a question about the stochastic dominance, could you please give me some hints?Let f and g be the densities corresponding to F and G. Suppose that f(x)-g(x) is increasing in x. Does this imply that F first order stochastically dominates G? Thanks a lot in advance?

Does anyone know why the family of Archimedean copulas has the name of "Archimdean"? I did not find a place that says this. Very curious of this....

Wow, people are working so quickly and hard, and they have already worked out the packages for that. I did not find that before and has been working on that for a time. So it is really a bit waste of time. I dont know whether SAS has the corresponding package.

How about the RiskLab in Cambridge?

would you mind offering some related and useful references? Thanks a lot!

<t>Hi,Have you ever referred to "Fitting copulas to data" , diploma thesis by ROBERTO DE MATTEIS, supervised by Prof. A. McNeil. It can be downloaded. It offers the codes of esitmation and testing using S-plus. Can you use S-plus? It can also be converted to Matlab if you want to. I have done some w...