Fitting High-Dimensional Copulae to Data
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Publication:3112470
DOI10.1007/978-3-642-17254-0_17zbMath1229.91362OpenAlexW2132585670MaRDI QIDQ3112470
Publication date: 10 January 2012
Published in: Handbook of Computational Finance (Search for Journal in Brave)
Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2010-022.pdf
Nonparametric hypothesis testing (62G10) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)
Uses Software
Cites Work
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