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Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas - MaRDI portal

Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087)

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Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
scientific article

    Statements

    title
    Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (English)
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    author
    Yanyan Li
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    publication date
    25 July 2016
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    zbMATH Keywords
    copula
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    MLE
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    QMLE
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    GMM
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    panel data
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62H05
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    62G35
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    62P20
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    zbMATH DE Number
    6605914
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    OpenAlex ID
    W2074414327
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