Moment estimation of parameters of copulas
From MaRDI portal
Recommendations
- A semiparametric estimation of copula models based on the method of moments
- Two approaches to the estimation of the parameters of copulas
- Association measures and estimation of copula parameters
- Semiparametric estimation of the parameters of multivariate copulas
- A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
Cited in
(13)- Moment-based estimation of extendible Marshall-Olkin copulas
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
- Approximations of copulas via transformed moments
- Copula modeling: An introduction for practitioners
- Two approaches to the estimation of the parameters of copulas
- scientific article; zbMATH DE number 5723869 (Why is no real title available?)
- Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models
- A GLM approach to estimating copula models
- Bivariate copulas parameters estimation using the trimmed L-moments method
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models
- A decision theorem of generalized FGM Copula and its application
- Parameter estimation of the marginal cumulative distribution functions and of the copula applied in hydrology
- Association measures and estimation of copula parameters
This page was built for publication: Moment estimation of parameters of copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3572904)
