On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
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Publication:5417587
DOI10.2478/demo-2013-0001zbMath1287.62005MaRDI QIDQ5417587
Elena Di Bernardino, Didier Rullière
Publication date: 21 May 2014
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/demo-2013-0001
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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