Comments on: Inference in multivariate Archimedean copula models

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Publication:5970326


DOI10.1007/s11749-011-0252-4zbMath1367.62163MaRDI QIDQ5970326

Paul Embrechts, Marius Hofert

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0252-4


62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas


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