Comparison of estimators for pair-copula constructions (Q443778)
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scientific article; zbMATH DE number 6065050
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| English | Comparison of estimators for pair-copula constructions |
scientific article; zbMATH DE number 6065050 |
Statements
Comparison of estimators for pair-copula constructions (English)
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13 August 2012
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semiparametric estimation
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hierarchical structures
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empirical distribution functions
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simulation study
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tables
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0.9330087900161744
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0.7625937461853027
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0.7505964040756226
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0.7497293949127197
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0.7444992661476135
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