Efficient estimation of semiparametric multivariate copula models
Year of publication: |
2006
|
---|---|
Authors: | Chen, Xiaohong ; Fan, Yanqin ; Tsyrennikov, Viktor |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 101.2006, p. 1228-1240
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Verteilung | Statistical distribution |
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