Pages that link to "Item:Q5327297"
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The following pages link to Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297):
Displayed 6 items.
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- An algorithm for constructing high dimensional distributions from distributions of lower dimension (Q397919) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)