Programming the statistical procedures from SAS

How to estimate mixture copulas in SAS

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Occasional Contributor
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How to estimate mixture copulas in SAS

Hi guys,

I want to estimate a multivariate mixture copula using SAS and although proc copula can estimate multivariate copulas, it is not flexible enough to estimate mixture copulas (yet). I'd like to ask whether anybody has worked on a similar code before, maybe using proc model.

I aprpeciate your response.

Best,

Ozzy

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