Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330)
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scientific article; zbMATH DE number 6391618
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| English | Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study |
scientific article; zbMATH DE number 6391618 |
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Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (English)
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28 January 2015
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copulas
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minimum-distance method
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simulation
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\(L_{1}\)-variant
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maximum likelihood
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0.91768116
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0.9110692
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0.9107059
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0.9057845
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0.8919592
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0.89173114
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0.8911219
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0.8893053
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0.8861311
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