Maximum likelihood estimation of Gaussian copula models for geostatistical count data
نویسندگان
چکیده
منابع مشابه
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We construct a copula from the multivariate skew t-distribution of Azzalini and Capitanio (2003). This copula can capture asymmetric and extreme dependence between variables, and it is one of the few that is effective when the number of dimensions is high. However, two problems arise when estimating the parameters by maximum likelihood estimation. Here, we solve these problems and provide a con...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2019
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2018.1508705