An algorithm for estimating multivariate catastrophe models GEMCAT II

MaRDI QIDQ3368255zbMATH OpenFDO

Authors Rense Lange, Terence A. Oliva, Sean R. McDade

Publication date 27 January 2006

zbMATH Keywords

computer simulationcatastrophe theorymultivariate modelingcompetitive model tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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