Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6065053
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood inference for Archimedean copulas in high dimensions under known margins |
scientific article; zbMATH DE number 6065053 |
Statements
Likelihood inference for Archimedean copulas in high dimensions under known margins (English)
0 references
13 August 2012
0 references
maximum-likelihood estimation
0 references
confidence intervals
0 references
multi-parameter families
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8487228751182556
0 references
0.8275006413459778
0 references
0.7885288596153259
0 references
