Densities of nested Archimedean copulas
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Publication:391619
DOI10.1016/j.jmva.2013.03.006zbMath1277.62138arXiv1204.2410MaRDI QIDQ391619
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.2410
62H12: Estimation in multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
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