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The HPCOPULA Procedure (
Experimental
)
Overview
PROC HPCOPULA Features
Getting Started
Syntax
Functional Summary
PROC HPCOPULA Statement
DEFINE Statement
SIMULATE Statement
PERFORMANCE Statement
VAR Statement
Details
Sklar’s Theorem
Dependence Measures
Normal Copula
Student’s t copula
Archimedean Copulas
OUTUNIFORM= Data Sets
Examples
Simulating Default Times
References
Details: HPCOPULA Procedure
Subsections:
Sklar’s Theorem
Dependence Measures
Normal Copula
Student’s
t
copula
Archimedean Copulas
OUTUNIFORM= Data Sets
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