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So far only the omega matrix for the vine copula parameters are correctly handled in the case of asympt with ranks. What's missing are the omega matrix entries for the estimating equations for the correlations in groups and the corresponding cross terms with the vine copula parameter estimating equations.
The text was updated successfully, but these errors were encountered:
So far only the omega matrix for the vine copula parameters are correctly handled in the case of asympt with ranks. What's missing are the omega matrix entries for the estimating equations for the correlations in groups and the corresponding cross terms with the vine copula parameter estimating equations.
The text was updated successfully, but these errors were encountered: