Comparison of semiparametric and parametric methods for estimating copulas (Q1019914)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of semiparametric and parametric methods for estimating copulas |
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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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