Estimating Archimedean copulas in high dimensions (Q2914946)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating Archimedean copulas in high dimensions |
scientific article; zbMATH DE number 6084828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating Archimedean copulas in high dimensions |
scientific article; zbMATH DE number 6084828 |
Statements
21 September 2012
0 references
Archimedean copulas
0 references
consistency
0 references
estimation
0 references
minimum distance estimator
0 references
transformation
0 references
0 references
0 references
0 references
0 references
0.9477342
0 references
0.9282825
0 references
0.9252004
0 references
0.92348695
0 references
0 references
0.91494703
0 references
0.91424155
0 references
0.9121002
0 references
Estimating Archimedean copulas in high dimensions (English)
0 references
