Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient maximum likelihood estimation of copula based meta \(t\)-distributions |
scientific article; zbMATH DE number 6528914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient maximum likelihood estimation of copula based meta \(t\)-distributions |
scientific article; zbMATH DE number 6528914 |
Statements
Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (English)
0 references
12 January 2016
0 references
copula
0 references
inference for margins
0 references
maximum likelihood estimation
0 references
maximization by parts
0 references
meta-\(t\) distribution
0 references
rolling windows
0 references
0 references
0 references
0 references
