Copula parameter estimation : numerical considerations and implications for risk management
Year of publication: |
2010
|
---|---|
Authors: | Weiß, Gregor |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 13.2010/11, 1, p. 17-53
|
Subject: | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risikomanagement | Risk management |
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