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"Efficient maximum likelihood estimation of copula based meta t-distributions."

Ran Zhang, Claudia Czado, Aleksey Min (2011)

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DOI: 10.1016/J.CSDA.2010.09.027

access: closed

type: Journal Article

metadata version: 2021-10-14

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Ran Zhang, Claudia Czado, Aleksey Min:
Efficient maximum likelihood estimation of copula based meta t-distributions. Comput. Stat. Data Anal. 55(3): 1196-1214 (2011)

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