Profile Likelihood for Estimation and Confidence Intervals
نویسندگان
چکیده
منابع مشابه
Empirical likelihood based confidence intervals for copulas
Copula as an effective way of modeling dependence has become more or less a standard tool in risk management, and a wide range of applications of copula models appear in the literature of economics, econometrics, insurance, finance, etc. How to estimate and test a copula plays an important role in practice, and both parametric and nonparametric methods have been studied in the literature. In th...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2007
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0700700305