Maximum pseudo-likelihood estimation of copula models and moments of order statistics
Year of publication: |
2024
|
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Authors: | Dias, Alexandra |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 1, Art.-No. 15, p. 1-26
|
Subject: | copula model | finite sample properties | general insurance | rank statistics | relative efficiency | semiparametric estimation | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory |
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