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by gupta
August 10th, 2005, 3:38 pm
Forum: Student Forum
Topic: constructing a copula given information for the underlying random variables
Replies: 6
Views: 139963

constructing a copula given information for the underlying random variables

<t>Dear All,I could not find this question answered in the forum anywhere, although it may seem a simple one.Given random vector u = [u_1; u_2] which is normally distributed with means [0;0] and covariance Q (a 2x2 matrix), can I find a copula describing u? If this is not enough information, what mo...