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How to get standard errors from copulafit

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Yufei Cao
Yufei Cao on 11 Feb 2020
Answered: Jeff Miller on 11 Feb 2020
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.

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Answers (1)

Jeff Miller
Jeff Miller on 11 Feb 2020
You could estimate it by taking bootstrap samples from u.

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