Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures.
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[Pravin K. Trivedi, David M. Zimmer] Copula Modeling for Practioners(BookSee.org)
Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. An attractive feature of parametrically specific copulas is that estimation and infe…