Comments on: Inference in multivariate Archimedean copula models
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Publication:5970330
DOI10.1007/s11749-011-0256-0zbMath1367.62167MaRDI QIDQ5970330
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0256-0
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
Cites Work
- Bayesian density estimation from grouped continuous data
- Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
- From Archimedean to Liouville copulas
- Archimedean copula estimation using Bayesian splines smoothing techniques
- Inference in multivariate Archimedean copula models