Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208): Difference between revisions
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Revision as of 12:08, 28 February 2024
scientific article
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| English | Comparison of three semiparametric methods for estimating dependence parameters in copula models |
scientific article |
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Comparison of three semiparametric methods for estimating dependence parameters in copula models (English)
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10 February 2012
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pseudo-likelihood
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pseudo-observations
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ranks
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Spearman's rho
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Kendall's tau
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asymptotic relative efficiency
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numerical approximations
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