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Maximum pseudo-likelihood estimation based on estimated residuals in
  copula semiparametric models

Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models

11 March 2019
M. Omelka
Š. Hudecová
N. Neumeyer
ArXiv (abs)PDFHTML

Papers citing "Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models"

1 / 1 papers shown
Title
Tree-based conditional copula estimation
Tree-based conditional copula estimation
Francesco Bonacina
Olivier Lopez
Maud Thomas
23
0
0
19 Mar 2024
1