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Q5262079 - MaRDI portal

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scientific article; zbMATH DE number 6458325
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English
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scientific article; zbMATH DE number 6458325

    Statements

    author
    Marius Hofert
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    Alexander J. McNeil
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    Martin B. Mächler
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    publication date
    13 July 2015
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    zbMATH Keywords
    Archimedean copulas
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    parameter estimation
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    Kendall's tau
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    Blomqvist's beta
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    minimum distance estimators
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    (diagonal/simulated) maximum-likelihood estimation
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    quantitative risk management
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    describes a project that uses
    copula
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    R
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    62F10
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    62H99
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    62H20
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    65C60
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    zbMATH DE Number
    6458325
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