Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109)
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scientific article; zbMATH DE number 7946058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized simulated method-of-moments estimators for multivariate copulas |
scientific article; zbMATH DE number 7946058 |
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Generalized simulated method-of-moments estimators for multivariate copulas (English)
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18 November 2024
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pairwise models
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probability integral transformation
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pseudo-maximum likelihood estimator
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semi-parametric inference
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simulated moments
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U-statistics
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