Comparison of semiparametric and parametric methods for estimating copulas (Q1019914)
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scientific article; zbMATH DE number 5559447
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| English | Comparison of semiparametric and parametric methods for estimating copulas |
scientific article; zbMATH DE number 5559447 |
Statements
Comparison of semiparametric and parametric methods for estimating copulas (English)
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29 May 2009
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canonical maximum likelihood
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dependence
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inference function for margins
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portfolio management
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pseudo maximum likelihood
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0.8415926694869995
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0.8210436701774597
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0.8190401196479797
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0.8129338622093201
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0.8108639121055603
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