Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000): Difference between revisions
From MaRDI portal
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710423558064 |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmva.2004.06.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972882514 / rank | |||
Normal rank | |||
Revision as of 18:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of the two-stage estimation method for copula-based models |
scientific article |
Statements
Asymptotic efficiency of the two-stage estimation method for copula-based models (English)
0 references
5 August 2005
0 references
Copula
0 references
Multivariate non-normal
0 references
Estimating or inference functions
0 references
Fréchet bounds
0 references
Latent value models
0 references
Generalized extreme value
0 references
