Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models

Jerald F. Lawless, Yildiz E. Yilmaz. Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models. Computational Statistics & Data Analysis, 55(7):2446-2455, 2011. [doi]

Abstract

Abstract is missing.