Parameter estimation for pair-copula constructions (Q1952431): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:26, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter estimation for pair-copula constructions |
scientific article |
Statements
Parameter estimation for pair-copula constructions (English)
0 references
30 May 2013
0 references
copulae
0 references
efficiency
0 references
empirical distribution functions
0 references
hierarchical construction
0 references
stepwise estimation
0 references
vines
0 references