Generalized simulated method-of-moments estimators for multivariate copulas
type: Item
instance of: scholarly article
title: Generalized simulated method-of-moments estimators for multivariate copulas
author: Mohamed Belalia
author: Jean-François Quessy
published in: Statistical Papers
publication date: 2024-11-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7946058
zbMATH Keywords: pairwise models
zbMATH Keywords: probability integral transformation
zbMATH Keywords: pseudo-maximum likelihood estimator
zbMATH Keywords: semi-parametric inference
zbMATH Keywords: simulated moments
zbMATH Keywords: U-statistics
MaRDI profile type: Publication
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DOI: 10.1007/S00362-024-01574-W
description: scientific article; zbMATH DE number 7946058