- Title
- Comparison of different algorithms for optimizing the pseudo-likelihood surface in copula models
- Creators
- Matteo BorrottiEnrico Foscolo
- Publication Details
- 3rd International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics (ERCIM 2010), pp.106-106
- ISBN
- 9789727520763
- Conference
- 3rd International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics (London, 10/12/2010 - 12/12/2010)
- Publisher
- European Research Consortium for Informatics and Mathematics
Tavira - Identifiers
- 9789727520763
(UNIBZ)1500400
991005773171101241 - Scopus ID
- n.a.
- Academic Unit
- Faculty of Economics and Management
- Language
- English
- Resource Type
- Abstract
- Author Names String
- Borrotti M, Foscolo E
Abstract
Comparison of different algorithms for optimizing the pseudo-likelihood surface in copula models
3rd International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics (ERCIM 2010), pp.106-106
3rd International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computing & Statistics (London, 10/12/2010 - 12/12/2010)
2010
Handle:
https://hdl.handle.net/10863/762
Details
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