𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas

✍ Scribed by Kauermann, Göran; Meyer, Renate


Book ID
121549693
Publisher
Springer
Year
2013
Tongue
English
Weight
530 KB
Volume
29
Category
Article
ISSN
0943-4062

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A Comment on Maximum Likelihood Estimati
✍ Dr. K. P. Burnham 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 273 KB 👁 1 views

Iterative numerical methods are necessary t o find the maximum likelihood estimates for finite mixture distributions. This paper shows that it will often be possible to analytitally reduce the number of equations that must ultimately be solved numerically. Such a reduction in dimensionality has not