Copula representation of bivariate \(L\)-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991)
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scientific article; zbMATH DE number 6460272
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| English | Copula representation of bivariate \(L\)-moments: a new estimation method for multiparameter two-dimensional copula models |
scientific article; zbMATH DE number 6460272 |
Statements
Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (English)
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20 July 2015
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copulas
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dependence
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multivariate \(L\)-moments
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parametric estimation
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FGM copulas
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Archimedean copulas
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0.8366135954856873
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0.8343903422355652
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0.8047987818717957
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0.7963579297065735
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0.7931321263313293
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