Simulation study on copulas

MaRDI QIDQ4983376zbMATH OpenFDO

Authors Sinem Tuǧba Şahin Tekin, Vadoud Najjari, H. Hasan Örkcü

Publication date 25 March 2015

Full work available at URL http://scma.maragheh.ac.ir/article_11278_1863.html

zbMATH Keywords

copulasgoodness of fit testorder statisticsgenerating random variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

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Cited in

(2)

• Simulated Method of Moments Estimation for Copula-Based Multivariate Models
• scientific article; zbMATH DE number 6796087 (Why is no real title available?)

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