Comments on: Inference in multivariate Archimedean copula models

DOI10.1007/s11749-011-0256-0zbMath1367.62167MaRDI QIDQ5970330

Philippe Lambert

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0256-0

Mathematics Subject Classification ID

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

Cites Work

• Bayesian density estimation from grouped continuous data
• Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
• From Archimedean to Liouville copulas
• Archimedean copula estimation using Bayesian splines smoothing techniques
• Inference in multivariate Archimedean copula models