[Formula: see text]-optimality in copula models

Optimum experimental design theory has recently been extended for parameter estimation in copula models. The use of these models allows one to gain in flexibility by considering the model parameter set split into marginal and dependence parameters. However, this separation also leads to the natural...

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Bibliographische Detailangaben

Veröffentlicht in:	Statistical methods & applications 2017, Vol.26 (3), p.403-418
Hauptverfasser:	Perrone, Elisa, Rappold, Andreas, Müller, Werner G
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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