Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791): Difference between revisions
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Revision as of 16:07, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data |
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Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (English)
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25 October 2011
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Fisher information
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bivariate \(t\)-copula
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Hessian
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maximum likelihood
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semiparametric estimation
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efficiency
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