Identifiability and estimation of meta-elliptical copula generators
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Publication:110522
DOI10.1016/j.jmva.2022.104962zbMath1493.62270arXiv2106.12367MaRDI QIDQ110522
A. Derumigny, J.-D. Fermanian, Jean-David Fermanian, Alexis Derumigny
Publication date: July 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.12367
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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