SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (Q5449892)
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scientific article; zbMATH DE number 5250796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS |
scientific article; zbMATH DE number 5250796 |
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SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS (English)
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19 March 2008
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association
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dependence parameter
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estimating equation
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pseudolikelihood
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value-at-risk
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