Asymptotic efficiency of the two-stage estimation method for copula-based models (Q2486000)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic efficiency of the two-stage estimation method for copula-based models |
scientific article |
Statements
Asymptotic efficiency of the two-stage estimation method for copula-based models (English)
0 references
5 August 2005
0 references
Copula
0 references
Multivariate non-normal
0 references
Estimating or inference functions
0 references
Fréchet bounds
0 references
Latent value models
0 references
Generalized extreme value
0 references
