Schepsmeier, Ulf; Stöber, Jakob - In: Statistical Papers 55 (2014) 2, pp. 525-542
popular approach to model their dependence is the use of copula functions. Our contribution is to derive expressions for the … observed and expected information for several bivariate copula families, in particular for the Student’s <InlineEquation ID …="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> </InlineEquation>-copula. Further likelihood derivatives which …