PROC COPULA: Exact Maximum Likelihood Estimation (MLE)

Exact Maximum Likelihood Estimation (MLE)

Suppose that the marginal distributions of vector elements $\text{[math]}$ , $\text{[math]}$ are already known to be uniform. Then the parameter $\text{[math]}$ is estimated by exact maximum likelihood:

$\text{[math]}$

Previous Page
|
Next Page
|
Top of Page

The COPULA Procedure (Experimental)