Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance (Q5115527): Difference between revisions

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Latest revision as of 15:59, 30 December 2024

scientific article; zbMATH DE number 7235562
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English
Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance
scientific article; zbMATH DE number 7235562

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    Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance (English)
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    13 August 2020
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    Cramér-von-Mises distance
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    Archimedean copula
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    parameter estimation in the nonparametric setting
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    Bernstein polynomials
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