Densities of nested Archimedean copulas (Q391619)

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Densities of nested Archimedean copulas
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    Statements

    title
    Densities of nested Archimedean copulas (English)
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    author
    Marius Hofert
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    David N. Pham
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    Marius Hofert
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    David N. Pham
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    publication date
    10 January 2014
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    zbMATH Keywords
    generator derivatives
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    likelihood-based inference
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    65C60
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    62H12
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    zbMATH DE Number
    6244335
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