Timeline for Copulas and marginals thereof
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 7, 2012 at 14:25 | comment | added | Arthur B | Ah yes, I focused on the last line and missed that bullet point! There are many different distribution that share the same marginals, so marginals aren't enough to recover the original distribution. | |
| Mar 7, 2012 at 10:33 | comment | added | ngiann | Thank you both, I suppose one needs sometimes a little push to get unstuck... | |
| Mar 7, 2012 at 10:31 | vote | accept | ngiann | ||
| Mar 6, 2012 at 20:12 | comment | added | cardinal | @Arthur: I think you should seek clarification from the OP, first. There is no way to "learn" (I assume this means estimate or infer) a copula from the marginal distributions. You can specify a copula and based on that and the assumed marginals, recover the joint distribution of any subset of the random variables, but the only way you could try to infer a copula is if you had a sample (or other collection) of random vectors. | |
| Mar 6, 2012 at 15:58 | comment | added | ngiann | Dear Arthur, your prompt answer is much appreciated. Please bear with me, I must sit myself down and have a serious think:) as I seem to have misunderstood some fundamentals... | |
| Mar 6, 2012 at 15:47 | history | answered | Arthur B | CC BY-SA 3.0 |