Estimating method comparison and model diagnosis of Copula
碩士 === 國立臺北大學 === 統計學系 === 99 === Copula is a useful tool to build a joint distribution function. When we use a copula to build a joint distribution function, the estimation of the copula parameters is an essential procedure. Cherubini et al. (2004) systematically introduces some estimation methods...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94269898278729504059 |