Posts tagged as:

Gaussian

Deconstructing the Gaussian copula, part III

August 11, 2009

The intuition behind copula models: dependence, correlation, single factors and more.

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Bell curves in action

August 6, 2009

An exhibit at MOMA invites visitors to mark their heights on a wall. A normal distribution results: Well, not quite. The distribution is actually slightly negatively skewed by the confounding presence of children, who are obviously shorter than adults - you can see this in the great number of names well below the central band which […]

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Deconstructing the Gaussian copula, part I

June 5, 2009

A number of misconceptions about the Gaussian copula are addressed.

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