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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Bibliographic Details
Main Authors: CHEN, GUAN-JHANG, 陳冠璋
Other Authors: Pai, Huei-Ming
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/94269898278729504059

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