Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models (Q5042675)
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scientific article; zbMATH DE number 7607027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models |
scientific article; zbMATH DE number 7607027 |
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Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models (English)
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25 October 2022
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asymptotic normality
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copula
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method of moments
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pseudo-likelihood
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residuals
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