Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (Q2068951)
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scientific article; zbMATH DE number 7460394
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| English | Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula |
scientific article; zbMATH DE number 7460394 |
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Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula (English)
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20 January 2022
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inference functions for margins
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maximum likelihood estimation
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FGM copula
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asymptotic normality
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multivariate distribution
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0.8101776242256165
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0.7994334697723389
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0.7803295254707336
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0.7741197347640991
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0.7703742980957031
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