Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (Q2068951)
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scientific article; zbMATH DE number 7460394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula |
scientific article; zbMATH DE number 7460394 |
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Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (English)
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20 January 2022
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inference functions for margins
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maximum likelihood estimation
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FGM copula
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asymptotic normality
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multivariate distribution
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