How to generate a sample using Multivariate Gumbel copula or Multivariate Archimedean copula

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Nirajan Khatri am 28 Dez. 2020

Kommentiert: Nirajan Khatri am 13 Jan. 2021

I am trying to calculate multivariate Archimedean copula or only Multivariate Gumbel copula

I have four random variable generated of 2000 samlpes from which i calculate Spearman rank correlation

Now i want to generate a sample using that spearman rank correlation which is multivariate

how to calculate multivariate Archimedean copula or only Multivariate Gumbel copula

Nirajan Khatri am 13 Jan. 2021

Respected sir please help me to solve this problem

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