The COPULA Procedure
- Overview
- Getting Started
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Syntax
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DetailsSklar’s TheoremDependence MeasuresNormal CopulaStudent’s t copulaArchimedean CopulasHierarchical Archimedean Copula (HAC)Canonical Maximum Likelihood Estimation (CMLE)Exact Maximum Likelihood Estimation (MLE)Calibration EstimationNonlinear Optimization OptionsDisplayed OutputOUTCOPULA= Data SetOUTPSEUDO=, OUT=, and OUTUNIFORM= Data SetsODS Table NamesODS Graph Names
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Examples
- References
Subsections:
- Sklar’s Theorem
- Dependence Measures
- Normal Copula
- Student’s t copula
- Archimedean Copulas
- Hierarchical Archimedean Copula (HAC)
- Canonical Maximum Likelihood Estimation (CMLE)
- Exact Maximum Likelihood Estimation (MLE)
- Calibration Estimation
- Nonlinear Optimization Options
- Displayed Output
- OUTCOPULA= Data Set
- OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets
- ODS Table Names
- ODS Graph Names