Comparison of estimators for pair-copula constructions
From MaRDI portal
Publication:443778
DOI10.1016/j.jmva.2011.08.013zbMath1244.62072MaRDI QIDQ443778
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.08.013
tables; semiparametric estimation; simulation study; empirical distribution functions; hierarchical structures
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G30: Order statistics; empirical distribution functions
62L12: Sequential estimation
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