Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance
DOI10.29252/JIRSS.19.1.163zbMATH Open1445.62109OpenAlexW3041274589MaRDI QIDQ5115527FDOQ5115527
Publication date: 13 August 2020
Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.29252/jirss.19.1.163
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- Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications
- Title not available (Why is that?)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
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