Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (Q901648)
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scientific article; zbMATH DE number 6529012
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| English | Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models |
scientific article; zbMATH DE number 6529012 |
Statements
Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models (English)
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12 January 2016
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semiparametric maximum likelihood
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model misspecification
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pseudolikelihood
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clayton copula
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Gumbel
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hougaard copula
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Frank copula
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0.8450654149055481
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0.8380518555641174
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0.8267397284507751
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0.8210436701774597
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0.8148216009140015
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