Multivariate Dispersion Models Generated From Gaussian Copula (Q4516156)

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scientific article; zbMATH DE number 1535883
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Multivariate Dispersion Models Generated From Gaussian Copula
scientific article; zbMATH DE number 1535883

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    Multivariate Dispersion Models Generated From Gaussian Copula (English)
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    27 November 2000
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    dispersion models
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    Gaussian copula
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    asymptotic normality
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    logit models
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    probit models
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    Poisson distribution
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    general linear model
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