Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330): Difference between revisions

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Property / author: Gregor N. F. Weiß / rank
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Property / full work available at URL: https://doi.org/10.1007/s00180-010-0203-7 / rank
 
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Latest revision as of 14:59, 9 July 2024

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Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
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    Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (English)
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    28 January 2015
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    copulas
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    minimum-distance method
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    simulation
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    \(L_{1}\)-variant
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    maximum likelihood
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