Likelihood inference for Archimedean copulas in high dimensions under known margins
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Publication:443788
DOI10.1016/j.jmva.2012.02.019zbMath1244.62073MaRDI QIDQ443788
Alexander J. McNeil, Marius Hofert, Martin B. Mächler
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.019
62H12: Estimation in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Uses Software
Cites Work
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