Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (5 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: copula / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: pspline / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: copula / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.03.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2050805286 / rank | |||
Normal rank | |||
Latest revision as of 22:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of three semiparametric methods for estimating dependence parameters in copula models |
scientific article |
Statements
Comparison of three semiparametric methods for estimating dependence parameters in copula models (English)
0 references
10 February 2012
0 references
pseudo-likelihood
0 references
pseudo-observations
0 references
ranks
0 references
Spearman's rho
0 references
Kendall's tau
0 references
asymptotic relative efficiency
0 references
numerical approximations
0 references
