Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788): Difference between revisions
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| Property / author: Marius Hofert / rank | |||
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| Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / zbMATH DE Number: 6065053 / rank | |||
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maximum-likelihood estimation | |||
| Property / zbMATH Keywords: maximum-likelihood estimation / rank | |||
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confidence intervals | |||
| Property / zbMATH Keywords: confidence intervals / rank | |||
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multi-parameter families | |||
| Property / zbMATH Keywords: multi-parameter families / rank | |||
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Revision as of 01:40, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood inference for Archimedean copulas in high dimensions under known margins |
scientific article |
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Likelihood inference for Archimedean copulas in high dimensions under known margins (English)
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13 August 2012
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maximum-likelihood estimation
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confidence intervals
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multi-parameter families
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