STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345): Difference between revisions
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scientific article; zbMATH DE number 6262171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY |
scientific article; zbMATH DE number 6262171 |
Statements
STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (English)
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27 February 2014
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maximum likelihood estimator
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inference functions for margins
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maximum pseudo-likelihood estimator
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Kendall's tau estimator
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confidence intervals
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high dimensions
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