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The HPCOPULA Procedure
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
Examples: HPCOPULA Procedure
Subsections:
5.1 Simulating Default Times
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