Pages that link to "Item:Q5970326"
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The following pages link to Comments on: Inference in multivariate Archimedean copula models (Q5970326):
Displaying 5 items.
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Inference on Archimedean copulas using mixtures of Pólya trees (Q899531) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)