Moment-based estimation of extendible Marshall-Olkin copulas
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Publication:1936667
DOI10.1007/s00184-011-0344-xzbMath1362.62122MaRDI QIDQ1936667
Jan-Frederik Mai, Christian Hering
Publication date: 6 February 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-011-0344-x
60G51: Processes with independent increments; Lévy processes
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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