How to get standard errors from copulafit
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Hello, Community,
I try to fit a Gaussian copula by using
rhohat = copulafit('Gaussian',u)
How do I get the standard errors for rho?
Any ideas?
Thanks in advance.
답변 (1개)
Jeff Miller
2020년 2월 11일
0 개 추천
You could estimate it by taking bootstrap samples from u.
카테고리
도움말 센터 및 File Exchange에서 Copula Distributions and Correlated Samples에 대해 자세히 알아보기
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