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scientific article; zbMATH DE number 6458325
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| English | No label defined |
scientific article; zbMATH DE number 6458325 |
Statements
13 July 2015
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Archimedean copulas
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parameter estimation
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Kendall's tau
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Blomqvist's beta
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minimum distance estimators
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(diagonal/simulated) maximum-likelihood estimation
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quantitative risk management
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0.92596185
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0.90923214
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0.8989852
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0.8989577
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0.89662564
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0.8892405
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0.88796943
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0.8847581
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