Generalized simulated method-of-moments estimators for multivariate copulas
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Publication:6640109
DOI10.1007/s00362-024-01574-wMaRDI QIDQ6640109
Mohamed Belalia, Jean-François Quessy
Publication date: 18 November 2024
Published in: Statistical Papers (Search for Journal in Brave)
U-statisticspseudo-maximum likelihood estimatorpairwise modelssimulated momentsprobability integral transformationsemi-parametric inference
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