Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study

DOI10.1007/s00180-010-0203-7zbMath1304.65089OpenAlexW2142541317MaRDI QIDQ2513330

Gregor N. F. Weiß

Publication date: 28 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0203-7

zbMATH Keywords

simulationcopulasmaximum likelihood\(L_{1}\)-variantminimum-distance method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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