Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance
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Publication:5115527
DOI10.29252/jirss.19.1.163zbMath1445.62109OpenAlexW3041274589MaRDI QIDQ5115527
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
Bernstein polynomialsArchimedean copulaCramér-von-Mises distanceparameter estimation in the nonparametric setting
Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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