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.
Answers (1)
Jeff Miller
on 11 Feb 2020
0 votes
You could estimate it by taking bootstrap samples from u.
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