Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood inference for Archimedean copulas in high dimensions under known margins |
scientific article |
Statements
Likelihood inference for Archimedean copulas in high dimensions under known margins (English)
0 references
13 August 2012
0 references
maximum-likelihood estimation
0 references
confidence intervals
0 references
multi-parameter families
0 references
