Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study

DOI10.1007/s00180-010-0203-7zbMath1304.65089MaRDI QIDQ2513330

Gregor N. F. Weiß

Publication date: 28 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0203-7

zbMATH Keywords

simulation; copulas; maximum likelihood; \(L_{1}\)-variant; minimum-distance method

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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