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Model robust inference with two-stage maximum likelihood estimation for copulas - MaRDI portal

Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525)

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Model robust inference with two-stage maximum likelihood estimation for copulas
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    Model robust inference with two-stage maximum likelihood estimation for copulas (English)
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    27 May 2019
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    copula
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    inference functions for margins
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    large-sample inference
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    model misspecification
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    model robustness
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    two-stage maximum likelihood
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