Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance (Q5115527)
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scientific article; zbMATH DE number 7235562
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| English | Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance |
scientific article; zbMATH DE number 7235562 |
Statements
Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance (English)
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13 August 2020
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Cramér-von-Mises distance
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Archimedean copula
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parameter estimation in the nonparametric setting
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Bernstein polynomials
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0.809909462928772
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0.8095328211784363
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0.7900224924087524
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0.7857252955436707
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0.785618782043457
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