parametric estimation methods for bivariate copula in rainfall application
This study focuses on the parametric methods: maximum likelihood (ML), inference function of margins (IFM), and adaptive maximization by parts (AMBP) in estimating copula dependence parameter. Their performance is compared through simulation and empirical studies. For the empirical study, 44 years o...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2019
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/84716/1/FadhilahYusof2019_ParametricEstimationMethodsforBivariateCopula.pdf http://eprints.utm.my/id/eprint/84716/ https://dx.doi.org/10.11113/jt.v81.12059 |
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