Estimating Archimedean Copulas in High Dimensions (Q2914946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Archimedean Copulas in High Dimensions |
scientific article |
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Estimating Archimedean Copulas in High Dimensions (English)
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21 September 2012
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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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