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SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS - MaRDI portal

SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892)

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scientific article; zbMATH DE number 5250796
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English
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
scientific article; zbMATH DE number 5250796

    Statements

    SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (English)
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    19 March 2008
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    association
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    dependence parameter
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    estimating equation
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    pseudolikelihood
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    value-at-risk
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