scientific article; zbMATH DE number 6458325
From MaRDI portal
Publication:5262079
zbMath1316.62070MaRDI QIDQ5262079
Marius Hofert, Alexander J. McNeil, Martin B. Mächler
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/154/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parameter estimationKendall's tauminimum distance estimatorsArchimedean copulasBlomqvist's betaquantitative risk management(diagonal/simulated) maximum-likelihood estimation
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (10)
Quasi-random numbers for copula models ⋮ Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation ⋮ Hierarchical Archimax copulas ⋮ Lifetime dependence models generated by multiply monotone functions ⋮ Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions ⋮ On structure, family and parameter estimation of hierarchical Archimedean copulas ⋮ A class of multivariate copulas based on products of bivariate copulas ⋮ Copulas, diagonals, and tail dependence ⋮ Simulation methods for robust risk assessment and the distorted mix approach ⋮ Construction and sampling of Archimedean and nested Archimedean Lévy copulas
Uses Software
This page was built for publication: