Estimation of Structured t-Copulas

버전 1.2.0.0 (60.1 KB) 작성자: Attilio Meucci
Recursive routine to estimate structured correlation matrix and degrees of freedom
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다운로드 수: 4.2K
업데이트 날짜: 2011/5/9

라이선스 보기

For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"

Latest version of article and code available at http://symmys.com/node/134

인용 양식

Attilio Meucci (2024). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. 검색 날짜: .

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StructuredTCopulaMLE/

버전 게시됨 릴리스 정보
1.2.0.0

updated references
1.1.0.0

updated documentation link
1.0.0.0