An algorithm for constructing high dimensional distributions from distributions of lower dimension

DOI10.1016/j.econlet.2014.02.022zbMath1293.62163MaRDI QIDQ397919

Mohammad Hasan, H. S. Yoon

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.02.022

zbMATH Keywords

copulas; pseudo-likelihood; multivariate distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62L12: Sequential estimation