How to get standard errors from copulafit

1 回表示 (過去 30 日間)
Yufei Cao
Yufei Cao 2020 年 2 月 11 日
回答済み: Jeff Miller 2020 年 2 月 11 日
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.

回答 (1 件)

Jeff Miller
Jeff Miller 2020 年 2 月 11 日
You could estimate it by taking bootstrap samples from u.

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by