Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of the two-stage estimation method for copula-based models |
scientific article |
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Asymptotic efficiency of the two-stage estimation method for copula-based models (English)
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5 August 2005
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Copula
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Multivariate non-normal
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Estimating or inference functions
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Fréchet bounds
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Latent value models
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Generalized extreme value
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