Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
type: Item
instance of: scholarly article
title: Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
zbMATH Open document ID: 1478.62113
author: Shuhei Ota
author: Mitsuhiro Kimura
published in: Japanese Journal of Statistics and Data Science
publication date: 2022-01-20T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 7460394
zbMATH Keywords: inference functions for margins
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: FGM copula
zbMATH Keywords: asymptotic normality
zbMATH Keywords: multivariate distribution
describes a project that uses: CopulaModel
MaRDI profile type: Publication
full work available at URL: s42081-021-00118-y
OpenAlex ID: W3156308486
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DOI: 10.1007/S42081-021-00118-Y
description: scientific article; zbMATH DE number 7460394