Densities of nested Archimedean copulas

DOI10.1016/j.jmva.2013.03.006zbMath1277.62138arXiv1204.2410MaRDI QIDQ391619

David N. Pham, Marius Hofert

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

zbMATH Keywords

generator derivatives; likelihood-based inference

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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Uses Software

• nacopula

Cites Work

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