STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345): Difference between revisions

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Revision as of 20:10, 5 March 2024

scientific article; zbMATH DE number 6262171
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STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY
scientific article; zbMATH DE number 6262171

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    STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (English)
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    27 February 2014
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    maximum likelihood estimator
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    inference functions for margins
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    maximum pseudo-likelihood estimator
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    Kendall's tau estimator
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    confidence intervals
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    high dimensions
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