Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Marius Hofert / rank | |||
Property / author | |||
Property / author: Martin B. Mächler / rank | |||
Revision as of 16:29, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Likelihood inference for Archimedean copulas in high dimensions under known margins |
scientific article |
Statements
Likelihood inference for Archimedean copulas in high dimensions under known margins (English)
0 references
13 August 2012
0 references
maximum-likelihood estimation
0 references
confidence intervals
0 references
multi-parameter families
0 references