Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791)
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scientific article; zbMATH DE number 5963351
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| English | Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data |
scientific article; zbMATH DE number 5963351 |
Statements
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (English)
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25 October 2011
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Fisher information
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bivariate \(t\)-copula
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Hessian
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maximum likelihood
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semiparametric estimation
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efficiency
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0.7711042761802673
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0.7708702683448792
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0.7649961709976196
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0.7419259548187256
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0.7386136651039124
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