STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345): Difference between revisions

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+W2115637683
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+Q5706744
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+Comparison of semiparametric and parametric methods for estimating copulas
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+CDO pricing with nested Archimedean copulas
@@ Property / cites work: CDO pricing with nested Archimedean copulas / rank @@
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Likelihood inference for Archimedean copulas in high dimensions under known margins
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+A goodness of fit test for copulas based on Rosenblatt's transformation
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+Statistical Models
@@ Property / cites work: Statistical Models / rank @@
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+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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+Hierarchies of Archimedean copulas
@@ Property / cites work: Hierarchies of Archimedean copulas / rank @@
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+Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
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