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.

Answers (1)

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

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