Comparison of estimators for pair-copula constructions
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Publication:443778
DOI10.1016/j.jmva.2011.08.013zbMath1244.62072OpenAlexW2110407480MaRDI QIDQ443778
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.08.013
tablessemiparametric estimationsimulation studyempirical distribution functionshierarchical structures
Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Sequential estimation (62L12)
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