Define copula and describe the key properties of copulas and copula correlation. Describe the Gaussian copula, Student’s t-copula, multivariate copula, and one-factor copula.
Пікірлер: 34
@luizff64 жыл бұрын
Best and most intuitive explanation I came accross regarding copulas. Thanks for the effort on this!
@finRGB4 жыл бұрын
Thank you for the kind words, Luiz.
@IcyCloverMing5 жыл бұрын
Thank you for the explaining. Very clear
@kylegervers17313 жыл бұрын
Thank you so much for this video. I needed to understand how certain analytical approaches in microbial ecology were being applied, and this video has helped a ton!
@finRGB3 жыл бұрын
You're very welcome, Kyle.
@nimishgupta57012 жыл бұрын
Thank you so much sir . By far this is one of the best explanation I was looking for
@mahavirgupta12665 жыл бұрын
Outstanding sir it's very useful lecture I clearly understand Thank you sir
@finRGB5 жыл бұрын
Thank you for the kind words, Mahavir.
@ruturajpatwardhan81295 жыл бұрын
Thank you Sir. Superb Explanation of application of Copulas. I have been finding it since long, but couldn't get it any where. Thank you.
@finRGB4 жыл бұрын
Thank you for the appreciation, Ruturaj.
@FelipeSJardim3 жыл бұрын
Thank you for the explanation! I may be misunderstanding. But did you say that if we have two dependent random variables that follows a normal distribution, the joint distribution will be a bivariate normal? But this is not always true correct?
@syamsadan64113 жыл бұрын
Explained very well. Thank you for the effort.
@archilious5 жыл бұрын
Great explanation! tnx. However, the very definition of Copula itself is not defined. The sentence at 11:25 is not a mathematical definition of what a copula function (in terms of input output) is. But what it does and how it is used was explained in the best way. Thanks.
@MsKkk20024 жыл бұрын
Very clear illustration of a complex topic, thank you
@finRGB4 жыл бұрын
Thank you for the appreciation.
@nitinhotdude2 жыл бұрын
I have watched many videos on various concepts, but when I hear your explanations they are just too good. It shows the clarity in your thoughts. There is too much to learn from you sir.
@finRGB2 жыл бұрын
Thank you Nitin for the kind words of appreciation.
@martinsahmed91075 жыл бұрын
God bless u sir
@kobeofosu44092 жыл бұрын
Awesome video , very clear explanation. Would have been great to have an example implementation in say excel for gaussian copula
@finRGB2 жыл бұрын
Hello Kobe, sure will get a Excel based example working.
@kobeofosu44092 жыл бұрын
@@finRGB Awesome - thanks a lot
@kobeofosu44092 жыл бұрын
If I can ask a question, for gaussian copula when you get say C(0.35,0.40) as an example, how do you get the joint cdf for that copula point? Is that possible?