Inference on Archimedean copulas using mixtures of Pólya trees
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Publication:899531
DOI10.1016/j.jspi.2014.01.003zbMath1394.62061OpenAlexW2129674616MaRDI QIDQ899531
Simon Guillotte, Julien Perron
Publication date: 29 December 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.01.003
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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- Comments on: Inference in multivariate Archimedean copula models
- Comments on: Inference in multivariate Archimedean copula models
- Comments on: Inference in multivariate Archimedean copula models
- Comments on: Inference in multivariate Archimedean copula models
- Comments on: Inference in multivariate Archimedean copula models
