Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions (Q6050786)
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scientific article; zbMATH DE number 7739789
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| English | Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions |
scientific article; zbMATH DE number 7739789 |
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Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions (English)
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19 September 2023
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maximum pseudo-likelihood estimator
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aggregated maximum pseudo-likelihood estimator
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bivariate margins
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probability density function
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Archimedean and Archimax copulas
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hierarchical copulas
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