Copula model evaluation based on parametric bootstrap

Computational Statistics and Data Analysis

Volumn 52, Issue 7, 2008, Pages 3342-3353

  Nikoloulopoulos, Aristidis K ^a   Karlis, Dimitris ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; PARAMETER ESTIMATION; PROBLEM SOLVING;

COPULA MODEL EVALUATION; FLEXIBLE REPRESENTATION; LOG-LIKELIHOODS; MULTIVARIATE DATA; PARAMETRIC BOOTSTRAP;

DATA STRUCTURES;

EID: 40249111980     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.10.028     Document Type: Article

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