A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
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Publication:1941283
DOI10.4314/AFST.V6I1.3zbMath1258.78008OpenAlexW2147597008MaRDI QIDQ1941283
Brahim Brahimi, Abdelhakim Necir, Fateh Benatia
Publication date: 12 March 2013
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4314/afst.v6i1.3
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Method of moments applied to problems in optics and electromagnetic theory (78M05)
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