How to get standard errors from copulafit

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Yufei Cao 2020-2-11

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回答： Jeff Miller 2020-2-11

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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.

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Jeff Miller 2020-2-11

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You could estimate it by taking bootstrap samples from u.

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AI and Statistics Statistics and Machine Learning Toolbox Probability Distributions Multivariate Distributions Copula Distributions and Correlated Samples

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