Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791): Difference between revisions

@@ Property / describes a project that uses @@
+LBFGS-B
@@ Property / describes a project that uses: LBFGS-B / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00362-009-0279-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2022581469
@@ Property / OpenAlex ID: W2022581469 / rank @@
+Normal rank
@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+A Limited Memory Algorithm for Bound Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Bayesian copulae distributions, with application to operational risk management
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate T-Distributions and Their Applications
+Normal rank
@@ Property / cites work @@
+Ordinal Measures of Association
@@ Property / cites work: Ordinal Measures of Association / rank @@
+Normal rank
@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+On nonparametric measures of dependence for random variables
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank