Pages that link to "Item:Q641791"

The following pages link to Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791):

Displaying 4 items.

• A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
• Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
• Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
• A Compendium of Copulas (Q5162881) (← links)