Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648)
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scientific article; zbMATH DE number 6529012
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models |
scientific article; zbMATH DE number 6529012 |
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Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (English)
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12 January 2016
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semiparametric maximum likelihood
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model misspecification
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pseudolikelihood
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clayton copula
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Gumbel
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hougaard copula
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Frank copula
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