FRM Part 1 : Correlations Copulas - 7 (Quantitative Analysis)
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- Опубликовано: 29 сен 2024
- 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.
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!
You're very welcome, Kyle.
God bless u sir
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?
Thank you for the explaining. Very clear
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.
Best and most intuitive explanation I came accross regarding copulas. Thanks for the effort on this!
Thank you for the kind words, Luiz.
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.
Thank you for the appreciation, Ruturaj.
Outstanding sir it's very useful lecture I clearly understand
Thank you sir
Thank you for the kind words, Mahavir.
Thank you so much sir . By far this is one of the best explanation I was looking for
Explained very well. Thank you for the effort.
Thank you for the explanation !! Also your voice
You're welcome, Smriti.
You handsome writing is beautiful!
Thank you for the appreciation, Jian
Awesome video , very clear explanation. Would have been great to have an example implementation in say excel for gaussian copula
Hello Kobe, sure will get a Excel based example working.
@@finRGB Awesome - thanks a lot
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?
Amazing Explanation.... :)
Glad you liked the video, Mehul.
Very clear illustration of a complex topic, thank you
Thank you for the appreciation.
Great One! Thanks
This guy is genious..
Thank you for the appreciation, Himanshu.
Great Video. Thanks!
Thank you the appreciation.
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.
Thank you Nitin for the kind words of appreciation.