Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions

DOI10.1080/00949655.2023.2180511MaRDI QIDQ6050786

Marius Hofert, Jan Górecki

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

probability density functionhierarchical copulasmaximum pseudo-likelihood estimatoraggregated maximum pseudo-likelihood estimatorArchimedean and Archimax copulasbivariate margins

Mathematics Subject Classification ID

Cites Work

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