SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892): Difference between revisions

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Latest revision as of 19:46, 27 June 2024

scientific article; zbMATH DE number 5250796
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English
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
scientific article; zbMATH DE number 5250796

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    SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (English)
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    19 March 2008
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    association
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    dependence parameter
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    estimating equation
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    pseudolikelihood
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    value-at-risk
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