Efficient estimation of semiparametric multivariate copula models
Xiaohong Chen; Yanqin Fan and Viktor Tsyrennikov
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375981