Maximum likelihood estimation of high-dimensional Student-\(t\) copulas (Q1987663)
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scientific article; zbMATH DE number 7189592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of high-dimensional Student-\(t\) copulas |
scientific article; zbMATH DE number 7189592 |
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Maximum likelihood estimation of high-dimensional Student-\(t\) copulas (English)
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15 April 2020
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Student \(t\)-copula
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maximum likelihood estimation
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iterative algorithm
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