Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485): Difference between revisions

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Revision as of 19:01, 19 March 2024

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Efficient maximum likelihood estimation of copula based meta \(t\)-distributions
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    Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (English)
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    12 January 2016
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    copula
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    inference for margins
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    maximum likelihood estimation
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    maximization by parts
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    meta-\(t\) distribution
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    rolling windows
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