Pages that link to "Item:Q2513330"
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The following pages link to Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330):
Displaying 15 items.
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Novel and simple non-parametric methods of estimating the joint and marginal densities (Q1619517) (← links)
- A new parametric method of estimating the joint probability density (Q1620501) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- Copula selection for graphical models in continuous estimation of distribution algorithms (Q2259747) (← links)
- Estimating Archimedean copulas in high dimensions (Q2914946) (← links)
- A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial (Q5075971) (← links)
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
- Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance (Q5115527) (← links)
- (Q5120642) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Robust Fits for Copula Models (Q5436418) (← links)
- A special case of Rodriguez-Lallena and Ubeda-Flores copula based on Ruschendorf method (Q5869930) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
