Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648): Difference between revisions

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Latest revision as of 07:12, 11 July 2024

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Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models
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    Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (English)
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    12 January 2016
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    semiparametric maximum likelihood
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    model misspecification
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    pseudolikelihood
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    clayton copula
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    Gumbel
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    hougaard copula
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    Frank copula
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