The copula information criterion and its implications for the maximum pseudo-likelihood estimator

Dependence Modeling: Vine Copula Handbook

Volumn , Issue , 2010, Pages 113-138

  Grønneberg, Steffen ^a  

^a UNIVERSITY OF OSLO   (Norway)

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EID: 84986601852     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789814299886_0006     Document Type: Chapter

References (18)

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