Estimating Archimedean Copulas in High Dimensions (Q2914946)

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Estimating Archimedean Copulas in High Dimensions
scientific article

    Statements

    title
    Estimating Archimedean Copulas in High Dimensions (English)
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    author
    Christian Hering
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    Ulrich Stadtmüller
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    publication date
    21 September 2012
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    zbMATH Keywords
    Archimedean copulas
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    consistency
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    estimation
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    minimum distance estimator
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    transformation
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    describes a project that uses
    R
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    QRM
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    copula
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    Identifiers

    zbMATH DE Number
    6084828
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    OpenAlex ID
    W2141668050
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