A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method (Q1941283)
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scientific article; zbMATH DE number 6143444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method |
scientific article; zbMATH DE number 6143444 |
Statements
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method (English)
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12 March 2013
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L-moments
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copulas
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dependence
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concordance measures
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semiparametric estimation
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