Local dependence estimation using semiparametric archimedean copulas (Q5718588)

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scientific article; zbMATH DE number 2247281
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Local dependence estimation using semiparametric archimedean copulas
scientific article; zbMATH DE number 2247281

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    Local dependence estimation using semiparametric archimedean copulas (English)
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    16 January 2006
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    Archimedean copula
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    local dependence
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    quantile function
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    semiparametric smoothing
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    lifetime study of Danish twins
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