GeD spline estimation of multivariate Archimedean copulas
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Publication:1023694
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
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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