Comments on: Inference in multivariate Archimedean copula models

DOI10.1007/S11749-011-0256-0zbMath1367.62167OpenAlexW2025014548MaRDI 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

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)

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

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