Copula parameter estimation using Blomqvist's beta
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Publication:5262078
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- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- A simple non-parametric goodness-of-fit test for elliptical copulas
- Computation and estimation of reliability for some bivariate copulas with Pareto marginals
- Quantile spectral processes: asymptotic analysis and inference
- Detecting departures from meta-ellipticity for multivariate stationary time series
- Copula representation of bivariate \(L\)-moments: a new estimation method for multiparameter two-dimensional copula models
- Copulae: an overview and recent developments
- On the class of truncation invariant bivariate copulas under constraints
- Smoothed bootstrap methods for bivariate data
- On nonparametric tests of multivariate meta-ellipticity
- A new parametric method of estimating the joint probability density
- Copulas based on Marshall-Olkin machinery
- A new parametric method of estimating the joint probability density: revisited
- Binary distributions of concentric rings
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