How to get standard errors from copulafit

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.

Respuestas (1)

Jeff Miller
Jeff Miller el 11 de Feb. de 2020

0 votos

You could estimate it by taking bootstrap samples from u.

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el 11 de Feb. de 2020

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el 11 de Feb. de 2020

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