Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502)
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scientific article; zbMATH DE number 6541404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least-squares inference for multivariate copulas based on dependence coefficients |
scientific article; zbMATH DE number 6541404 |
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Weighted least-squares inference for multivariate copulas based on dependence coefficients (English)
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12 February 2016
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partial derivatives
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singular component
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weighted least-squares
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method of moments
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dependence coefficients
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parametric inference
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multivariate copulas
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0.90357804
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0.88369703
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0.8827482
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0.88179386
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0.8749954
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0.8747072
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