Robust estimation for copula parameter in SCOMDY models (Q2852593)

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scientific article; zbMATH DE number 6214361
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Robust estimation for copula parameter in SCOMDY models
scientific article; zbMATH DE number 6214361

    Statements

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    9 October 2013
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    density-based divergence measures
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    robust estimation for copula parameter
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    SCOMDY model
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    consistency
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    asymptotic normality
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    Robust estimation for copula parameter in SCOMDY models (English)
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