Estimating Archimedean Copulas in High Dimensions
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Publication:2914946
DOI10.1111/j.1467-9469.2012.00803.xzbMath1323.62046OpenAlexW2141668050MaRDI QIDQ2914946
Christian Hering, Ulrich Stadtmüller
Publication date: 21 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00803.x
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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