Estimating Archimedean copulas in high dimensions (Q2914946)
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scientific article; zbMATH DE number 6084828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Archimedean copulas in high dimensions |
scientific article; zbMATH DE number 6084828 |
Statements
21 September 2012
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Archimedean copulas
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consistency
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estimation
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minimum distance estimator
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transformation
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0.9477342
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0.9282825
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0.9252004
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0.92348695
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0.91494703
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0.91424155
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0.9121002
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Estimating Archimedean copulas in high dimensions (English)
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