STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 20:10, 5 March 2024
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)
0 references
27 February 2014
0 references
maximum likelihood estimator
0 references
inference functions for margins
0 references
maximum pseudo-likelihood estimator
0 references
Kendall's tau estimator
0 references
confidence intervals
0 references
high dimensions
0 references