Two-stage estimation using copula function
نویسندگان
چکیده مقاله:
Maximum likelihood estimation of multivariate distributions needs solving a optimization problem with large dimentions (to the number of unknown parameters) but two- stage estimation divides this problem to several simple optimizations. It saves significant amount of computational time. Two methods are investigated for estimation consistency check. We revisit Sankaran and Nair's bivariate Pareto distribution as an example. Two data sets (simulated data and real data) have been analyzed for illustrative purposes.
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عنوان ژورنال
دوره 22 شماره 2
صفحات 69- 80
تاریخ انتشار 2018-03
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