Semiparametric Estimation of the Parameters of Multivariate Copulas.
Eckhard LiebscherPublished in: Kybernetika (2009)
Keyphrases
- semi parametric
- regression model
- parametric models
- least squares
- linear model
- density estimation
- statistical inference
- parameter estimation
- dependence structure
- constrained optimization
- regression problems
- parameter settings
- gaussian mixture model
- probability density function
- outlier detection
- expectation maximization
- maximum likelihood
- genetic algorithm