Semiparametric estimation and model selection for conditional mixture copula models
Year of publication: |
January 13, 2021
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Authors: | Liu, Guannan ; Long, Wei ; Yang, Bingduo ; Cai, Zongwu |
Publisher: |
Lawrence, Kansas : University of Kansas, Department of Economics |
Subject: | conditional copula | mixture copula | model selection | semiparametric estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
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Series: | Working papers series in theoretical and applied economics. - Lawrence, Kan., ZDB-ID 2407643-0. - Vol. 2021, 04 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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