GeD spline estimation of multivariate Archimedean copulas

DOI10.1016/j.csda.2007.11.010zbMath1452.62347MaRDI QIDQ1023694

Spiridon I. Penev, Vladimir K. Kaishev, Dimitrina S. Dimitrova

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/11959/1/Dimitrova%20et%20al.%20%282008%29%20CSDA.pdf

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G05: Nonparametric estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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