Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000): Difference between revisions

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Latest revision as of 23:06, 18 December 2024

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Asymptotic efficiency of the two-stage estimation method for copula-based models
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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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