Identifiability and estimation of meta-elliptical copula generators (Q110522)
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scientific article; zbMATH DE number 7530670
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Identifiability and estimation of meta-elliptical copula generators |
scientific article; zbMATH DE number 7530670 |
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190
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104962
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July 2022
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23 May 2022
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Identifiability and estimation of meta-elliptical copula generators (English)
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identifiability
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meta-elliptical copulas
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elliptical generator
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recursive algorithm
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0.8011283874511719
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0.7824693918228149
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0.7759820818901062
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0.7603738307952881
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0.7459065318107605
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A. Derumigny
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J.-D. Fermanian
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