Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648): Difference between revisions
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Revision as of 03:12, 28 February 2024
scientific article
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| English | Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models |
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Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (English)
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12 January 2016
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semiparametric maximum likelihood
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model misspecification
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pseudolikelihood
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clayton copula
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Gumbel
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hougaard copula
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Frank copula
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