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Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models - MaRDI portal

Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models (Q6315389)

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scientific article; zbMATH DE number 7607027
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Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
scientific article; zbMATH DE number 7607027

    Statements

    publication date
    11 March 2019
    0 references
    arXiv classification
    math.ST
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    stat.TH
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    author
    Marek Omelka
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    Šárka Hudecová
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    Natalie Neumeyer
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    Identifiers

    arXiv ID
    1903.04221
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    zbMATH DE Number
    7607027
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    DOI
    10.1111/SJOS.12498
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