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Parameter estimation for pair-copula constructions - MaRDI portal

Parameter estimation for pair-copula constructions (Q1952431)

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Parameter estimation for pair-copula constructions
scientific article

    Statements

    title
    Parameter estimation for pair-copula constructions (English)
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    published in
    Bernoulli
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    publication date
    30 May 2013
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    zbMATH Keywords
    copulae
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    efficiency
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    empirical distribution functions
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    hierarchical construction
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    stepwise estimation
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    vines
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    cites work
    Q4382161
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    Q4230740
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    Q5706744
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    Q3969703
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    Q3281461
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    Identifiers

    DOI
    10.3150/12-BEJ413
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    Mathematics Subject Classification ID
    62F10
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    62F12
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    62G05
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    62H05
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    zbMATH DE Number
    6168760
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    arXiv ID
    1303.4890
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    OpenAlex ID
    W2030012614
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