STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345)
From MaRDI portal
scientific article; zbMATH DE number 6262171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY |
scientific article; zbMATH DE number 6262171 |
Statements
STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (English)
0 references
27 February 2014
0 references
maximum likelihood estimator
0 references
inference functions for margins
0 references
maximum pseudo-likelihood estimator
0 references
Kendall's tau estimator
0 references
confidence intervals
0 references
high dimensions
0 references
0 references
