Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models

DOI10.1111/SJOS.12498OpenAlexW3101570563MaRDI QIDQ5042675

Natalie Neumeyer, Šárka Hudecová, Marek Omelka

Publication date: 25 October 2022

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.04221

zbMATH Keywords

copulaasymptotic normalitymethod of momentsresidualspseudo-likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Parametric copula adjusted for non- and semiparametric regression

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