Parameter estimation for pair-copula constructions
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Publication:1952431
DOI10.3150/12-BEJ413zbMath1456.62033arXiv1303.4890MaRDI QIDQ1952431
Publication date: 30 May 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.4890
vines; efficiency; empirical distribution functions; copulae; stepwise estimation; hierarchical construction
62F12: Asymptotic properties of parametric estimators
62G05: Nonparametric estimation
62F10: Point estimation
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Uses Software
Cites Work
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