Pages that link to "Item:Q641791"
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The following pages link to Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791):
Displayed 4 items.
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- A Compendium of Copulas (Q5162881) (← links)