Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788)

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scientific article; zbMATH DE number 6065053
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Likelihood inference for Archimedean copulas in high dimensions under known margins
scientific article; zbMATH DE number 6065053

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    Likelihood inference for Archimedean copulas in high dimensions under known margins (English)
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    13 August 2012
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    maximum-likelihood estimation
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    confidence intervals
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    multi-parameter families
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