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Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models - MaRDI portal

Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (Q5263991)

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scientific article; zbMATH DE number 6460272
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English
Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models
scientific article; zbMATH DE number 6460272

    Statements

    Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models (English)
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    20 July 2015
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    copulas
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    dependence
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    multivariate \(L\)-moments
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    parametric estimation
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    FGM copulas
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    Archimedean copulas
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