Comments on: Inference in multivariate Archimedean copula models
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Publication:5970329
DOI10.1007/S11749-011-0255-1zbMath1367.62168OpenAlexW2016510901MaRDI QIDQ5970329
Publication date: 15 November 2012
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-011-0255-1
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (4)
Inference on Archimedean copulas using mixtures of Pólya trees ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Copulas, diagonals, and tail dependence ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
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