Derivatives and Fisher information of bivariate copulas (Q744776): Difference between revisions

From MaRDI portal
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s00362-013-0498-x / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: R / 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/10.1007/s00362-013-0498-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2025420088 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beyond simplified pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability density decomposition for conditionally dependent random variables modeled by vines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vines -- a new graphical model for dependent random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The t Copula and Related Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Objective priors for the bivariate normal model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive algorithm for the approximate calculation of multiple integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian copula selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3600720 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mixed copula model for insurance claims and claim sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational Experience with Confidence Regions and Confidence Intervals for Nonlinear Least Squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of pair-copula constructions with the empirical pair-copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood inference for Archimedean copulas in high dimensions under known margins / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fisher information for the elliptically symmetric Pearson distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969703 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fisher Information for a Bivariate Extreme Value Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivatives and Fisher information of bivariate copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance Theorems for Fisher Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximization by Parts in Likelihood Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regime switches in the dependence structure of multidimensional financial data / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S00362-013-0498-X / rank
 
Normal rank

Latest revision as of 02:53, 10 December 2024

scientific article
Language Label Description Also known as
English
Derivatives and Fisher information of bivariate copulas
scientific article

    Statements

    Derivatives and Fisher information of bivariate copulas (English)
    0 references
    0 references
    0 references
    26 September 2014
    0 references
    copula
    0 references
    expected information
    0 references
    observed information
    0 references
    derivatives
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references