Robust estimation for copula Parameter in SCOMDY models (Q2852593)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robust estimation for copula Parameter in SCOMDY models
scientific article

    Statements

    Robust estimation for copula Parameter in SCOMDY models (English)
    0 references
    0 references
    0 references
    9 October 2013
    0 references
    density-based divergence measures
    0 references
    robust estimation for copula parameter
    0 references
    SCOMDY model
    0 references
    consistency
    0 references
    asymptotic normality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references